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Charts & Analysis

Volatility Increases: 12 Big 2% Moves in the Nifty in 2013

I was complaining about there being no big days on the Nifty in 2013 in April 2013, but boom, has that changed! This had moved to six in June 2013, and in the last two months we’ve seen six more such days.

Look at the graph now:

image

There are two –4% days in 2013, one last month in July and one today.

  • Nithesh says:

    Thanks for the valuable information. Graphical showing is really helpful.

  • Arjun says:

    I wonder if one were to histogram this on a curve, one would see a nice big fat tail! so much for all the efficient market hypothesis and random walk that they taught us in b-schools! I have charted assets across commodities, equity, FX and one takeaway is that variance in infinite i.e. a BIG move is always lurking around to beat the previous big one so we may yet see a one day move greater than 15% seen in 2009. And my primary fear of leverage is the day if you are against that 15% gap up/gap down move overnight. what do you do? 🙂

  • Guruprasad V says:

    This is just a beginning.