Semivariance and total variance
Does volatility come mainly from upward or downward moves?
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Sample JSON
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Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Latest value
- 32.3 %
- Period average
- 29.84 %
- Period high
- 32.4 %
- Period low
- 26.4 %
Semivariance and total variance
Squared volatility (%²) (Stacked bar)
Valid sample size (observations)
Valid sample size (observations) (Line)
Event detail and data date
Squared volatility (%²) and Valid sample size (observations) (Table)
Sample data rows
| Trading day/observation period | Squared volatility (%²) | Valid sample size (observations) | Data date (sample) |
|---|---|---|---|
| 2025-10 | 27.3 | 22 | 2025-10-31 |
| 2025-11 | 29.3 | 14 | 2025-11-28 |
| 2025-12 | 26.4 | 16 | 2025-12-31 |
| 2026-01 | 28.5 | 7 | 2026-01-30 |
| 2026-02 | 29.2 | 11 | 2026-02-27 |
| 2026-03 | 28.6 | 12 | 2026-03-31 |
| 2026-04 | 31.2 | 36 | 2026-04-30 |
| 2026-05 | 30.8 | 20 | 2026-05-29 |
| 2026-06 | 31.1 | 27 | 2026-06-30 |
| 2026-07 | 29.4 | 26 | 2026-07-31 |
| 2026-08 | 32.4 | 37 | 2026-08-31 |
| 2026-09 | 31.4 | 37 | 2026-09-30 |
| 2026-10 | 32.3 | 23 | 2026-10-16 |