An Analysis of the Volatility of Us Defense Stocks Using Bollinger Bands

IUP Journal of Financial Risk Management . Dec2022, Vol. 19 Issue 4, p5-14. 10p.

Posted: 8 May 2023

Date Written: January 31, 2023

Abstract

The existence of a relationship between stock market fluctuations and the economy of the state, country or region may be interrelated to each other in one way or the other. This paper is an effort to understand the fluctuations or volatility in US defense stocks given the growth of the US defense sector in recent times. Five major companies were included in the study: Lockheed Martin Group, Northrop Grumman Corp., Raytheon Technologies, Axon Enterprise Inc., and HEICO Corp. The study was conducted for a period of approximately one year, ie, from December 30, 2021, to December 30, 2022 (253 days of stock trading). Volatility testing of these stocks revealed that the stocks were less volatile and more stable, which further strengthened the US defense sector.

Keywords: defense, stocks, volatility

JEL Classification: B17,G23,G41

Suggested Citation

Bhattacharjee, Sandeep, An Analysis of the Volatility of Us Defense Stocks Using Bollinger Bands (January 31, 2023). IUP Journal of Financial Risk Management . Dec2022, Vol. 19 Issue 4, p5-14. 10p. , Available at SSRN: https://ssrn.com/abstract=4433456

Sandeep Bhattacharjee (Contact Author)

Amity University, Kolkata ( email )

Major Arterial Road(South-East)
AA II, Newtown
Kolkata, WV 700135
India
8910413068 (Phone)
700135 (Fax)

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