2024 - Blog 0005: Stock Analysis, Using SONY as an Example
If you're interested in this type of stock analysis, feel free to reach out. I can create a dashboard for your selected stock to display here.
Nannan Dong
10/25/20241 min read
I set January 1, 2000, as the starting date for viewing this stock, but you can easily change it on the dashboard.
Early Period (2000-2009):
Volatility (standard deviation of price differences between highest and lowest) was 1.49.
This period included major events like the dot-com bubble and the 2008 financial crisis, leading to high market fluctuations.
Mid Period (2010-2019):
Volatility dropped to 0.38, indicating relative stability.
This aligns with the market recovery and steady economic growth following the 2008 crisis.
Recent Period (2020-Present):
Volatility increased to 0.97, reflecting more fluctuations.
This period includes the COVID-19 pandemic and related economic uncertainties, contributing to increased volatility.
Overall Trends: Volatility was highest during the early period, decreased significantly during the mid period, and rose again recently due to global uncertainties.
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Days Between Lowest Low and Highest High:
The average number of days between the lowest and highest prices each month is 17.82 days, with a standard deviation of 7.21 days.
The shortest time between a low and a high was 1 day, and the longest was 30 days.
Rolling Average of Days Between:
The rolling average of days between lowest and highest prices is approximately 17.83 days.
The range for this rolling average is 8 to 28 days, indicating consistent market behavior month to month.
Price Difference Extremes:
March 2000 saw the highest price difference between lowest and highest values, likely due to the dot-com bubble.
June 2014 had the lowest price difference, representing a period of relative market stability.
These trends provide insights into different phases of market volatility and can guide further analysis depending on your investment goals.
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Let me know if you'd like me to analyze your favorite stock on a dashboard like this—I can make it happen!