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Chapter II: Risks associated with short and long period price changes can be understood through Volatility Analysis. Here the impact of the Volatility Curve on the potential profitability positions across different time spans is shown.

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Daily Volatility = Price Range as a percent of the daily average price. of Pepco Holdings, Inc.



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POM:  Volatility Curve



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Daily Volatility Histogram of Pepco Holdings, Inc.



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Quarterly Volatility Histogram of Pepco Holdings, Inc.

For Subscribers: Refined Analysis of Pepco Holdings, Inc. Volatility and Risk Behavior

Refined Volatility Risk Analysis for POM :

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Next Chapter 3:

Historical Volume Trends are analyzed here, revealing seasonal patterns and the influence of the Business Cycle.


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