Historical Realized Volatility: complete profile for XLF

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 market uncertainty. The latest annualized level stands at 22.50%, while the recent monthly-equivalent is 5.20%. Historically, these figures suggest a moderate level of price fluctuations compared to previous years, indicating relative stability in the stock's performance.

Latest readings

As of 2025-08-04, the annualized 21-day realized volatility for XLF is 13.8%. The monthly-equivalent measure is 3.98%. The latest close is $51.91.

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

Recent risk

Apple Inc. (AAPL) exhibits an annualized volatility of 13.8%, indicating a moderate level of risk compared to historical norms, where tech stocks often experience higher fluctuations. The recent monthly-equivalent volatility of 3.98% suggests relatively stable price movements over the past month, reflecting a period of lower variability in its stock 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 13.8% for AAPL indicates that the stock price is expected to fluctuate by approximately 13.8% around the reference price of $51.91 over the year. This suggests a potential price range of approximately $44.73 to $59.09 based on standard deviation calculations.

30-day equivalent

A monthly-equivalent volatility of 3.98% for AAPL indicates that the stock price could experience fluctuations of approximately 3.98% around the $51.91 mark in the short term. This suggests potential price swings between $49.87 and $53.95, reflecting a moderate level of uncertainty in the stock's near-term performance.

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 13.80%, indicating the degree of variation in its stock returns over a specified period.

Historical context

Apple Inc. (AAPL) exhibits a long-term volatility profile with an average of 19.2% and a median of 16.1%. The typical range spans from 12.6% to 22.2%, with lows around 6.4%. This distribution suggests that while AAPL generally experiences moderate volatility, there are periods of significantly lower price fluctuations.