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Goldman Sachs Group Inc. (The) - Average True Range - MarketXLS

Data

Average True Range

Live
11.22
Returns the Average True Range, measuring volatility by decomposing the range of asset price.

How calculated

Moving average of true range

Example usage

=AverageTrueRange("MSFT") - Returns ATR value for 14 day period
=AverageTrueRange("MSFT",30) - Returns ATR value for 30 day period
=AverageTrueRange("MSFT",30,"9/1/2022") - Returns ATR value for 30 day period with start date 1 September 2022

Notes

A stock with a high level of volatility has a higher ATR, and a low volatility stock has a lower ATR.

Assets

Stocks, ETFs, Mutual Funds, Currencies, Cryptocurrencies
Average True Range
StockAverage True Range

GS

11.22

DB

0.31

UBS

0.49

MS

2.63

JPM

4.46

BAC

0.85

C

1.64
Goldman Sachs Group Inc. (The) logo

Goldman Sachs Group Inc. (The)

Sector: Financial Services   

Industry: Capital Markets

529.86
 
USD
  
7.48
  
(1.43%)
Previous close: 522.38  Open: 530.0  Bid: 529.0  Ask: 530.8
52 week range    
289.36   
   540.51
Mkt Cap: 164,967 M  Avg Vol (90 Days): 1,925,058
Peers   
DB / 
UBS / 
MS / 
JPM / 
BAC / 
C / 
BCS / 
CS / 
Last updated: Thursday 17th October 2024

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84
Technical
50
Quality
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