Lose 22.28% on Dow Jones Industrial Average, in a year? What are the odds?
|What are the odds? estimating Dow Jones Industrial Average's worst case scenario
Over the past 22 days, Dow Jones Industrial Average historical volatility performed at 18.5057% This roughly translates into an expectation of a 1.1566% move in price per day. If markets remain as volatile as they have been, what's the worst case scenario for Dow Jones Industrial Average?
Executive summary
-
The last spot price was $ 33,918.50.
-
Over the past 22 days, historical volatility performed at 18.5057 % This roughly translates into an expectation of a 1.1566% move in price per day.
-
If markets remain as volatile as they have been, we are 95% sure that the price won't trade higher to the $48058.5458 level within the next 1Y.
-
If markets remain as volatile as they have been, we are 95% sure that the price won't trade lower to the $19778.4542 level within the next 1Y.
-
If markets remain as volatile as they have been, we are 95% sure that the price won't make or lose more than 41.6883% within the next 1Y.
-
The largest drawdown in the dataset was -2.3918%.
-
The largest up day in the dataset was 1.6986%.
Market skew
-
The largest drawdown in the dataset was -2.3918%.
-
The largest up day in the dataset was 1.6986%.
Worst case scenario price
-
If markets remain as volatile as they have been, we are 95% sure that the price won't trade higher to the $48058.5458 level within the next 1Y.
-
If markets remain as volatile as they have been, we are 95% sure that the price won't trade lower to the $19778.4542 level within the next 1Y.
-
If markets remain as volatile as they have been, we are 95% sure that the price won't make or lose more than 41.6883% within the next 1Y.
Worst case scenario payout 33918.5
If markets remain as volatile as they have been, we are 95% sure that the price won't make or lose more than 41.6883% within the next 1Y.
Information on these pages contains forward-looking statements that involve risks and uncertainties. Markets and instruments profiled on this page are for informational purposes only and should not in any way come across as a recommendation to buy or sell in these assets. You should do your own thorough research before making any investment decisions. FXStreet does not in any way guarantee that this information is free from mistakes, errors, or material misstatements. It also does not guarantee that this information is of a timely nature. Investing in Open Markets involves a great deal of risk, including the loss of all or a portion of your investment, as well as emotional distress. All risks, losses and costs associated with investing, including total loss of principal, are your responsibility. The views and opinions expressed in this article are those of the authors and do not necessarily reflect the official policy or position of FXStreet nor its advertisers.