Volatility Analysis

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Volatility: 
Days Factor: 
26.69 0.35(1.33%)09/13/2024
American Assets Trust Inc (AAT)
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  • For the given dates, AAT current volatility is at 26.38%.
  • The 1-Month historical standard deviation is at 0.71.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.41
    20 Days0.54
    1 Month0.71
    3 Months 1.87
    100 Days 1.98
    6 Months 2.04
    9 Months 1.76
    Year-to-date1.82
    1 Year2.32
    3 Years5.39
    5 Years6.36
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202462.67-32.65-2.552.6346.01-26.3646.62-50.7359.28   -50.7362.6711.66
    2023         -24.9322.70-32.82-32.8222.70-11.68
    Summary
    Avg Returns (%)62.67-32.65-2.552.6346.01-26.3646.62-50.7359.28-24.9322.70-32.82-50.7362.675.82
    Max Pos Return (%)62.67-32.65-2.552.6346.01-26.3646.62-50.7359.28-24.9322.70-32.82-50.7362.675.82
    Max Neg Return (%)62.67-32.65-2.552.6346.01-26.3646.62-50.7359.28-24.9322.70-32.82-50.7362.675.82
    Pos Occurences (%)100001001000100010001000010050
    Neg Occurences (%)010010000100010001000100010050