Volatility Analysis
201.09 3.97(2.01%)11/25/2024
Amazon.com Inc. (AMZN)
For the given dates, AMZN current volatility is at 34.74%.
The 1-Month historical standard deviation is at 7.75.
Amazon.com Inc. (AMZN)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 2.79 |
| 20 Days | 4.98 |
| 1 Month | 7.75 |
| 3 Months | 9.89 |
| 100 Days | 9.96 |
| 6 Months | 10.26 |
| 9 Months | 9.18 |
| Year-to-date | 12.65 |
| 1 Year | 15.16 |
| 3 Years | 32.50 |
| 5 Years | 31.10 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2024 | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 36.87 | -61.33 | 131.53 | 18.34 | |
| Summary | |||||||||||||||
| Avg Returns (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 36.87 | nan | nan | 131.53 | nan |
| Max Pos Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 36.87 | 0.00 | 0.00 | 131.53 | 16.81 |
| Max Neg Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -61.33 | 131.53 | -4.93 | -6.67 | -30.84 | 43.91 | 36.87 | 0.00 | 0.00 | 131.53 | 16.81 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | nan | nan | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | nan | nan | 100 | nan |