Calculate volatility and drift from historical values. Estimate future movements.

Volatility and Drift from Historical Values

Purpose:

This calculator function is used to calculate the volatility and drift from historical values. Volatility is a measure of how much the values fluctuate, while drift is a measure of the overall trend in the values.

Use Cases:

• Investors can use this function to analyze the historical performance of an asset.
• Financial analysts can use it to make predictions about future market trends.

How to Use:

1. Enter the historical values of the asset in the input field.
2. Click on the calculate button to generate the results.

Input Values:

1. Historical Values: Enter the historical values of the asset. Default unit is inch.

Output Values:

1. Volatility: This value represents the degree of variation of the asset's values.
2. Drift: This value indicates the overall trend in the asset's values.
3. Last Value: This value shows the most recent value in the historical data.

Any other Instruction:

• Make sure to enter all historical values accurately for the calculation to be meaningful.
• The results can be used to make informed decisions about the asset's performance.

Code Analysis:

1. Calculate the changes in values using the formula provided.
2. Calculate the volatility and drift based on the changes.
3. Return the calculated values of volatility, drift, and the last value in the historical data.

Technical Parameters:

• historical_values

Return Values:

• Volatility, Drift, Last Value

Example Expressions:

You can use the following expressions to directly evaluate in a non-interactive manner using eva().

eva([100.8, 97.8, 102.0, 101.3, 98, 101.1, 103.5, 104.2, 101, 99, 99.5])
eva([200, 210, 190, 180, 220, 215, 205, 195, 197, 203, 198])

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