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Commonwealth Bank of Australia (CBA)
Vol:
4.70m
Open:
$44.85
Low:
$44.10
High:
$45.67
Close:
$44.95
+/- $
0.13
%
0.29 Price change direction arrow
For date:
16/05/08

Risk Categories

What is this?

CBA's share price volatility over the past 18 days, weeks & months with snapshot values of frequencies that underlie trends and present opportunities and/or warnings…more

Opportunity

Analyze CBA's share price volatility to assess its risk using :
Features of Volatility tables and graphs…
  • Intra-day and Inter-day methods
  • periods of 18 days / weeks / months
  • clear positive / negative trending
  • quick reference max / avg volatility
  • positive / negative frequencies
  • XAO's average values indicated
  • Financial-x-Property Trusts (XXJ) average values indicated
Company Peers in Banks (4010 )…
  • Commonwealth Bank of Australia (CBA)
  • National Australia Bank Ltd (NAB)
  • Westpac Banking Corporation (WBC)
  • ANZ Banking Group Ltd (ANZ)
  • St. George Bank Limited (SGB)
  • Macquarie Group Limited (MQG)
  • Suncorp- Metway Limited (SUN)
  • Bendigo and Adelaide Bank Ltd (BEN)
  • Bank of Queensland Limited (BOQ)
  • Wide Bay Australia Ltd (WBB)
Intra-day Volatility % per period (based on days Low to High) and % Positive
Period Curr 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
Daily % Volatility n.a. 3.50 2.32 2.10 3.03 3.24 3.04 5.77 3.62 1.71 2.81 1.84 2.00 2.42 2.33 2.96 3.65 1.71 2.84
% Pos n.a. 100 50 33 25 40 50 57 50 44 40 36 33 38 36 40 44 47 50
 
Weekly % Volatility 3.50 3.04 1.84 3.65 3.93 3.62 2.50 4.82 2.95 4.20 2.81 2.96 1.53 2.47 1.67 2.87 5.21 6.83 2.51
% Pos 100 100 67 75 60 50 57 62 67 60 64 58 54 57 60 62 65 67 63
 
Monthly % Volatility 2.42 3.76 2.96 4.37 1.12 3.24 1.30 1.12 2.64 1.65 1.28 1.37 1.39 1.02 1.31 0.91 1.06 1.29 1.35
% Pos 100 50 33 50 40 50 57 50 56 50 45 42 38 43 47 44 47 44 47
DailyIntra-DayVolatility graph
WeeklyIntra-DayVolatility graph
MonthlyIntra-DayVolatility graph
Inter-day Volatility % per period (based on Close to Close) and % Positive
Period Curr 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18
Daily % Volatility n.a. 0.29 0.31 0.86 1.11 4.42 0.50 4.30 3.12 2.15 1.67 2.07 1.81 0.11 0.22 2.76 1.56 0.43 0.23
% Pos n.a. 100 50 33 25 40 50 57 50 44 40 45 42 46 50 53 50 53 56
 
Weekly % Volatility 2.35 2.29 3.33 4.42 0.56 8.91 6.49 8.68 1.18 1.07 6.60 1.08 8.17 7.50 1.92 4.82 0.96 4.81 3.70
% Pos 100 50 67 75 80 67 71 75 67 70 64 58 54 50 47 44 47 44 42
 
Monthly % Volatility 7.27 0.76 14.72 16.41 0.92 3.01 9.06 2.25 1.64 1.79 0.27 5.00 4.97 0.60 0.16 1.13 4.32 0.57 4.26
% Pos 100 50 33 25 20 17 29 38 44 40 36 42 46 50 47 50 53 50 53
DailyInter-DayVolatility graph
WeeklyInter-DayVolatility graph
MonthlyInter-DayVolatility graph
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Data and Analysis provided by Huntley Investment Information Pty Ltd


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© Copyright Huntleys' Investment Information Pty. Limited (HII) (a wholly owned subsidiary of Aspect Huntley Pty Limited), 2004. All rights reserved. Australian Financial Services Licence no. 240892. No material may be reproduced, except as allowed by the Copyright Act, without the prior written approval of HII. Some of the material provided by HII is copyright and is published under licence from ASX Operations Pty Limited ACN 004 523 782 ("ASXO"). Consensus forecast data is copyright Thomson Financial


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