Expected volatility definition

Expected volatility means the historical volatility of our Common Stock over the expected term of each grant;
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Expected volatility means a measure of the amount by which a financial variable, such as share price, has fluctuated (historical volatility) or is expected to fluctuate (implied volatility) during a period. Expected volatility is based on the Company’s historical volatility and incorporates the volatility of the common stock of comparable companies when the expected life of the option exceeds the Company’s trading history.
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Expected volatility means the historical volatility of our Common Stock over the expected term of each grant. We exclude the period during 2002 when unusual volatility resulted from the exploration of the possible sale of our Company.
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Examples of Expected volatility in a sentence

  • Expected volatility is estimated by considering historic average share price volatility.

  • Expected volatility during the expected term of the option is based on historical volatility, during a period equivalent to the expected term of the option, of the observed market prices of the company's publicly traded equity shares.

  • Expected volatility is determined by considering the trailing 30-month historic average share price volatility.

  • Expected volatility is based on the historical security price volatility over the past 3 years.

  • Expected volatility was estimated by considering historic average share price volatility.

  • Expected volatility is estimated with reference to the historical volatility of the share price of the Company.

  • Expected volatility was based on the historical volatility of other comparable listed companies.

  • Expected volatility is based on the historic volatility of the Company’s shares.

  • Expected volatility is based on the historical share price volatility.

  • Expected volatility is based on the historical share price volatility over the past 4 years.


More Definitions of Expected volatility

Expected volatility means a measure of the amount by which a financial variable, such as share price, has fluctuated (historical volatility) or is expected to fluctuate (implied volatility) during a period. Expected volatility is based on the Company’s historical volatility.
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Related to Expected volatility

  • Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time.

  • Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction.

  • S&P Volatility Factor means 277% or such other potential dividend rate increase factor as S&P advises the Corporation in writing is applicable.

  • Dilution Volatility Component means, at any time, the product (expressed as a percentage) of (i) the difference between (a) the highest three-month rolling average Dilution Ratio over the 12-month period then most recently ended and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition.

  • Expected Energy means [XXX,XXX] MWh during the first Contract Year and for each Contract Year thereafter during the Delivery Term. [If there is an annual adjustment for degradation, this should be noted.]

  • Expected week of childbirth means the week, starting on a Sunday, during which the mother's doctor or midwife expects her to give birth.

  • Suspended Solids means solids that either float on the surface of, or are in suspension in water, sewage, or other liquids, and which are removable by laboratory filtering.

  • Curtailment Period means a time period for which Seller is requested by CAISO or a Transmission Provider to curtail its Power Product for Force Majeure or otherwise.

  • Quarterly (1/Quarter) sampling frequency means the sampling shall be done in the months of March, June, August, and December, unless specifically identified otherwise in the Effluent Limitations and Monitoring Requirements table.

  • Peak tube potential means the maximum value of the potential difference across the x-ray tube during an exposure.

  • Experience period means the most recent period of time for which experience is reported, but not for a period longer than three (3) full years. (7-1-93)

  • Day-ahead Congestion Price means the Congestion Price resulting from the Day-ahead Energy Market.

  • Quarterly (1/Quarter) sampling frequency means the sampling shall be done in the months of March, June, August, and December, unless specifically identified otherwise in the Effluent Limitations and Monitoring Requirements table.

  • ECB Recommended Rate Index Cessation Event means the occurrence of one or more of the following events, as determined by the Issuer and notified by the Issuer to the Calculation Agent:

  • Bid with Lowest Evaluated Cost means the bid quoting lowest cost amongst all those bids evaluated to be substantially responsive;

  • Sustainability Factors means environmental, social and employee matters, respect for human rights, anti‐corruption and anti‐bribery matters.

  • Congestion Price means the congestion component of the Locational Marginal Price, which is the effect on transmission congestion costs (whether positive or negative) associated with increasing the output of a generation resource or decreasing the consumption by a Demand Resource, based on the effect of increased generation from or consumption by the resource on transmission line loadings, calculated as specified in Operating Agreement, Schedule 1, section 2, and the parallel provisions of Tariff, Attachment K-Appendix.

  • Price Source Disruption means (a) the failure of the Price Source to announce or publish the Reference Price (or the information necessary for determining the Reference Price); or (b) the temporary or permanent discontinuance or unavailability of the Price Source.

  • Yearly (1/Year) sampling frequency means the sampling shall be done in the month of September, unless specifically identified otherwise in the effluent limitations and monitoring requirements table.

  • Loss Factor means the scaling factor determined in accordance with clause 7 and applied by the reconciliation manager to volumes of electricity measured or estimated in respect of ICPs on the Network, in order to reflect the impact of the ICP on Losses within the Network;

  • Inflation Factor means a number determined for each tax year by dividing the consumer price index for June of the tax year by the consumer price index for June 2005.

  • Day-ahead Loss Price means the Loss Price resulting from the Day-ahead Energy Market.

  • Total suspended solids means measure of all suspended solids in a liquid; typically expressed in mg/L.

  • Dilution Factors means, without duplication, with respect to any period, the aggregate amount of all deductions, credit memos, returns, adjustments, allowances, bad debt write-offs and other non-cash credits which are recorded to reduce accounts receivable in a manner consistent with current and historical accounting practices of the Loan Parties.

  • Index Disruption means in respect of an Index on any Valuation Date, the Index Sponsor fails to calculate and announce such Index.

  • Yearly (1/Year) sampling frequency means the sampling shall be done in the month of September, unless specifically identified otherwise in the effluent limitations and monitoring requirements table.