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Technology Stocks : Internet Analysis - Discussion
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To: Steve Robinett who wrote (95)2/3/1999 1:15:00 AM
From: Chuzzlewit  Read Replies (2) of 419
 
Steve, the idea is to generate a risk number relative to the broad-based market. One of the major problems with percent volatility is that it is a very unstable metric, and certainly not constant across the range of options that are traded. You will find that the implied volatility seems to vary amongst the various maturities and whether the option is in or out of the money.

The problem with betas is that I am not sure that they really measure risk, and even if they do, they are not stable. Since my methodology depends on long-term growth outlooks, we need a method of estimating the long-term risk. Any suggestions would be greatly appreciated.

TTFN,
CTC
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