epsm-api
    epsm-api
    • Dark Shorts
      • rest_v1_dark_shorts_ticker_GET
        GET
    • Powerdays
      • rest_v1_powerday_daily_reports_ticker_GET
        GET
    • Relative Market Rank
      • rest_v1_rmr_ticker_GET
        GET
    • Timing Momentum
      • timing_momentum_ticker_GET
        GET
    • Trend Indicator
      • rest_v1_trend_indicator_daily_reports_ticker_GET
        GET
    • Volatility Strength
      • rest_v1_volatility_strength_reports_ticker_GET
        GET
    • pead
      • rest_v1_pead_current_ticker_type_GET
        GET
    • Schemas
      • ChartPrice
      • Pead

    Volatility Strength

    The Volatility strength indicator is an expression of the “average” volatility that a stock would be experiencing. Based on a blend of short Average True Ranges, the Volatility Strength identifies Weak, Normal and Strong “regimes” of volatility.
    Finally, we re-represent these values on a simple scale of -0.5 (min) to +0.5 (max) and record the oscillations of its price volatility.
    Volatility Strenght : "volatility_strength": The value of the volatility strenght.
    Volatility Strenght Status: "volatility_strength_status": The status of the volatility strenght. Values are "Weak", "Normal" and "Strong".
    Modified at 2025-12-15 20:34:35
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