Value at Risk (VaR)

VaR measures and quantifies the level of financial risk within a firm or investment portfolio over a specific time frame.  
It determines the (i) potential for loss in the asset, and (ii) the probability that the loss will occur. 

Volatility 

An explanation of how quickly the price of a market or instrument rises or falls. A highly volatile market can be risky for short-term investors as they risk buying at a peak or selling in a trough at a loss. 

Volume Weighted Average Price (VWAP) 

 A method of pricing an instrument accounting for the volume available to trade at a particular price.