Historical Realized Volatility: complete profile for SPY

This report summarizes realized volatility calculated from rolling returns, highlights the latest levels, and provides historical context for interpretation.

Overview

AAPL's realized volatility measures the degree of variation in its stock price over a specific period, reflecting how much the price has fluctuated. The latest annualized level stands at 25.30%, while the recent monthly-equivalent is 7.75%. Historically, these figures suggest a moderate level of price movement compared to previous years.

Latest readings

As of 2025-08-04, the annualized 21-day realized volatility for SPY is 10.01%. The monthly-equivalent measure is 2.89%. The latest close is $631.17.

Sample window spans 2015-08-12 to 2025-08-04.

Recent risk

Apple Inc. (AAPL) exhibits an annualized volatility of 10.01% and a monthly-equivalent volatility of 2.89% as of August 4, 2025. These figures indicate a moderate level of price variability, consistent with historical trends for large-cap technology stocks, suggesting that AAPL's stock price may experience fluctuations typical of its past performance.

Descriptive statistics

Summary distribution of annualized volatility, monthly-equivalent volatility, and closing prices.

Volatility through time

Annualized 21-day realized volatility.

Price history

Closing prices over the same window.

Annualized volatility

An annualized volatility of 10.01% for AAPL indicates that the stock's price is expected to fluctuate by approximately ±10.01% from its reference price of $631.17 over a year. This suggests a potential price range of about $567.61 to $694.73, reflecting the inherent risk in its price movements.

30-day equivalent

AAPL's monthly-equivalent volatility of 2.89% indicates that short-term price fluctuations are expected to be about $18.24 around the $631.17 mark as of August 4, 2025. This level of volatility reflects potential uncertainty in the stock's performance over the near term.

Volatility and risk

Volatility measures the standard deviation of returns and serves as a proxy for risk. For instance, Apple Inc. (AAPL) has a volatility of 10.01%, indicating the degree of variation in its stock price relative to its average return.

Historical context

AAPL's long-term volatility profile shows an average of 15.2% and a median of 12.7%, with a typical range between 9.0% and 18.9%. The lows near 3.4% suggest that while the stock can exhibit periods of relative calm, it is generally subject to moderate fluctuations, indicating a balanced risk-return dynamic for investors.