The Sharemaestro Weekly Volatility Index provides a holistic view of market volatility by aggregating data from every asset covered in our database. For each week, the index is calculated by determining the range between the highest and lowest prices relative to the average closing price, then expressed as a percentage. A 4‑week moving average is applied to smooth out short‑term fluctuations, resulting in a single, consolidated volatility measure.
Only complete weeks are included for a robust, historical perspective. This index is an essential tool for risk assessment and market analysis, helping investors gauge overall market variability and adjust their strategies accordingly.