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:
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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.
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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.
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Coverage of 51 states and territories.
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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.
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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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