NVDA Historical Volatility

Smart Money Confidence is a model that aggregates indicators reflecting sentiment among investors that tend to use the stock market to hedge underlying positions. Or, they're just contrarian investors who prefer to sell into a rising market and buy into a declining one.

Time Frame: Short-Term | Update Schedule: Daily | Source: SentimenTrader

Construction:

20-Day Historical Volatility measures price dispersion over a 20-Day window.

What High/Low Volatility Means:

  • High Volatility: Indicates large price swings, reflecting uncertainty or intense market emotion.
  • Low Volatility: Indicates stable price action and market complacency.

Calculation: StdDev(ln(Pt/Pt-1), window) × √252 × 100.

Use Case: Compare this value to the S&P 500 (SPX) volatility. If the ratio (Relative Volatility) is > 2.0, the stock is experiencing abnormal risk levels compared to the broad market.

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