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Volatility Informatics Financial Institution Stock Price Volatility
Volatility Informatics - 2009 Financial Institution Volatility Survey

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The December 31, 2009 Financial Institution Historical Stock Price Volatility Survey has been completed. This new issue of the Survey was prepared from updated publicly available stock price information and includes:

  • Utilization of the recently released Volatility Informatics software which provides advanced capabilities for simultaneous stock price volatility calculations on multiple companies, customized groups of companies and various geographic regions. This is in contrast to the single entity volatility calculator contained in the Stock Informatics product.

  • Over 900 exchange traded or listed financial institutions excluding large money center or super regional institutions which can significantly influence Survey results. Due to the anticipated use of the Survey information by community financial institutions, and the desire to "level the playing field" for small institutions, no asset size or market capitalization weighting was used to calculate the Survey averages.

  • Coverage of 51 states and territories.

  • Calculations derived from a historical data bank of daily stock prices updated through December 31, 2009. Financial institutions included in the Survey must have had readily accessible historical "adjusted" stock prices - either traded on a recognized exchange or consistently listed over the counter.

  • A six year historical data span covering stock prices from December 31, 2003 through December 31, 2009. Many of the sampled institutions have historical stock price data covering the full six years while others have a shorter period due to recent market listings (IPO's) or de novo status. All volatility results have been included in the Survey to provide the reader with the complete list of all institutions with the corresponding information for determination of the relevancy to their own circumstances. The average data span for all institutions sampled was 5.37 years and for volatility formula calculations daily, weekly and monthly stock price information was used. The exhibits attached to the Survey indicate the span of historical data available for each institution.

To request your free complimentary copy of the 269 page Survey, please generate an e-mail request with your contact information by clicking here.

Sincerely,

Peter Minford


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