Stock Price Distributions
|
suggested by Adam F.
You ask: I know the Mean return and Volatility, for some stock, and would like to know
the probability that, in umpteen months, the stock will exceed $something or maybe
lie between $something and $something-else or maybe ...
>Yeah, so?
So here's a spreadsheet which could be useful, especially if you're paying
playing with option spreads, like:
... or Ratio Writing.
Just RIGHT-click on the picture and Save Target to download a .ZIP'd file.
>And you believe this stuff, eh?
Well, I can choose either a Normal or Lognormal distribution of stock returns
and pick different time periods and ...
>And you believe this stuff, eh?
Uh ... no, but it's fun ain't it?
>No.
|