How to view my stocks?
Answers: Can go to Broker or create account for free with www.moneycontrol.com and add your Stocks and Mutual Funds in Watch list . Than can track !!
Go to yahoo finance>my portfolios.
You can list your stock symbols there and track them daily (probably hourly, if you want). If you don't know the symbol, there's hotlink you can use to look them up.
You can by downloading the ODIN softwares available in the securities services centres.
You can make a Free Portfolio in any of the sites, and track your stocks by adding them in the list:
http://www.moneycontrol.com
http://www.bseindia.com
http://www.nseindia.com
http://in.finance.yahoo.com
see charts on aptistock
more on my blog
Open your account with www.moneycontrol.com and add all your scrips there with price and date of purchase.. So simple!! Isn't it?
Can someone explain Kappa surrounded by vocabulary that someone who isn't in good health versed contained by financial lingo could become conscious?
kappa is the ratio of the dollar price change within the price of an option to a 1% adjust in the expected price volatilityAnswers: Kappa, more commonly call vega, is fairly simple if you take "implied volatility" in option.
Kappa is the amount the price of an option will increase when implied volatility go up 1%. It is also the amount the price of an option will grow less when implied volatility goes down 1%.
For example, assume an resort is trading for $2.00 per share, has an implied volatility of 25%. and have a kappa of 0.15.
If implied volatility goes to 26%, the opportunity will trade at $2.15 per share. If implied volatility goes to 24%, the odds will trade at $1.85 per share.
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Implied volatility is not hard to twig if you understand ordinary distributions.
The first answer said "Therefore the price of the option will increase if the stock's fluctuations increase. The amount of fluctuation can be calculated and is call the volatility."
While it is true historical volatility, sometimes called statistical volatility, will increase if the stock's fluctuations increase, this is a different weigh of volatility than used in pricing option. To increase the price of the option a different manoeuvre of volatility, implied volatility, must increase. Implied volatility may or may not increase if the fluctuations in the stock price increase.
Technically, implied volatility is one "standard deviation" (expressed as a percentage of the stock price) base on the probability distribution of the anticipated price of the stock in one year, assuming a lognormal distribution.
Conceptually, implied volatility is the amount of silver in the stock price expected within one year assuming that options are technically priced.
Practically, implied volatility is a measue of the amount of demand nearby is to buy options for a specific stock.
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Since the terms "mundane distribution" "lognormal distribution" and "standard deviation" are statistical terms instead of financial vocabulary, I think I enjoy answered your question as okay as I can without using financial vocabulary.
I understand that if you do not construe the statistical terms, and the concepts astern them, at least subdivision of this answer may not make profusely of sense. I hope at least the rest of it make sense.
Consider a call likelihood, which is the right to buy an stock in the adjectives now at a cost K. The alternative can be bought for a cost C. Suppose the stock can be purchased today on the market for a price P near P<K+C.
If you buy the option and exercise it contained by a year, then you will with the sole purpose make money if the stockprice contained by a year increase more than K+C. The probabilty that this will happen is larger if the stock fluctuates plentifully.
Therefore the price of the option will increase if the stock's fluctuations increase. The amount of fluctuation can be calculated and is call the volatility.
Kappa tells you by how much the substitute price will increase if the volatility increases. As the volatility is expressed as a percentage, Kappa is expressed as $ per %.
PS Most people phone it Vega rather consequently Kappa, although that is not a Greek dispatch.
What is meant by De-clipping in stock exchange ?
Answers: Are you asking about the term [de-coupling]?
Decoupling (in the stock exchange - as you asked) is the occurrence of returns on asset classes diverging from their normal pattern of correlation.
Take for example stock and corporate bond returns, which normally rise and fall together. If returns on stocks were to increase and returns on bonds were to decrease this would illustrate an example of decoupling.
This is not to be confused with "decoupling" of economies - a topic of recent discussion. In the past, it was assumed that if one economy did badly, other might do badly in sympathy. It was a recent idea that other economies had decoupled themselves from the U.S. economy. But the recent drop in all world markets suggests that the world markets have not decoupled.
I believe you are asking about decoupling.
In current market events, market watchers are wondering what will happen if US markets go down. If the US goes down, will that lead to every other stock market in the world going down as well? When the US markets go down, historically every other market has followed.
Market analysts are wondering if, due to vast increases in Asian economies, the rest of the world can rise above a problem in the US this time.
Still no one knows the answer to this for sure, but stock averages have not been doing very well anywhere of late.
Actually... The domino effect works the other way around as well. US markets aren't always the first domino to fall. Point in case: October 1997, Hong Kong raises rates- attempt to stabilize currency- H.K. market drops10% - US follows with a 187 point fall in the Dow.
Up until a few months ago, the Fed kept hiking, US markets kept dipping, worldwide market impact = slim to none. In fact, the Europeans were proud to leave their rates unchanged (until now, hah) and global markets were booming. (take a vacation Dubai)