Closing Prices Have Fat Tails
VWAP Volatility Infinite Equity is introducing innovative new thought leadership on the financial theory around determining historical volatility for purposes of ASC718. Introduced in the Research Brief, A New Way to Estimate Historical Volatility, and published collectively at www.VWAPVolatility.com. The intent of this Research Brief is to study closing prices compared against the tick-by-tick transaction…
Is VWAP Volatility a Better Method for Me?
VWAP Volatility Infinite Equity is introducing new innovative thought leadership on the development of historical volatility for purposes of ASC718. We introduced the financial theory in the Research Brief, A New Way to Estimate Volatility, and published collectively at www.VWAPVolatility.com. The intent of this article is to help the reader understand historical volatility and the…
Comparing Volatility Methods
Traditional historical vs. VWAP volatility Infinite Equity is introducing innovative new thought leadership on the financial theory around determining historical volatility for purposes of ASC718. Introduced in the Research Brief, A New Way to Estimate Historical Volatility, and published collectively at www.VWAPVolatility.com, the intent of this Research Brief is to compare actual historical volatility calculations…
10 Ways the Recent Market Volatility and Overall Uncertainty Can Impact Your Equity Plans
The COVID-19 pandemic has disrupted nearly every daily norm and has caused extreme market volatility that is likely to continue for the foreseeable future. There are countless ways that high volatility and depressed stock prices can impact the success of your company’s equity plans; here are ten items to keep in mind during these turbulent…
The New AS 1210: Using the Work of a Specialist
The valuation and accounting for employee equity under ASC 718 can be quite material and has ramifications throughout your corporate financials. Some of the exhibits that will be affected are the income statement, the disclosures in your Summary Compensation Table in the Proxy, the effect on your annual say on pay votes, and other investor…
