Volatility Analysis
103.68 1.11(1.08%)10/04/2024
AECOM (ACM)
For the given dates, ACM current volatility is at 14.14%.
The 1-Month historical standard deviation is at 3.30.
AECOM (ACM)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.62 |
| 20 Days | 1.97 |
| 1 Month | 3.30 |
| 3 Months | 5.73 |
| 100 Days | 5.89 |
| 6 Months | 5.22 |
| 9 Months | 4.72 |
| Year-to-date | 4.70 |
| 1 Year | 5.90 |
| 3 Years | 9.75 |
| 5 Years | 19.19 |
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 | -25.07 | 18.40 | 51.50 | -32.30 | 30.58 | 3.50 | -1.05 | 4.42 | -6.05 | -26.77 | -32.30 | 51.50 | 1.72 | ||
| 2023 | -57.99 | 40.88 | -57.99 | 40.88 | -8.56 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -25.07 | 18.40 | 51.50 | -32.30 | 30.58 | 3.50 | -1.05 | 4.42 | -6.05 | -26.77 | -57.99 | 40.88 | -57.99 | 51.50 | 0.00 |
| Max Pos Return (%) | -25.07 | 18.40 | 51.50 | -32.30 | 30.58 | 3.50 | -1.05 | 4.42 | -6.05 | -26.77 | -57.99 | 40.88 | -57.99 | 51.50 | 0.00 |
| Max Neg Return (%) | -25.07 | 18.40 | 51.50 | -32.30 | 30.58 | 3.50 | -1.05 | 4.42 | -6.05 | -26.77 | -57.99 | 40.88 | -57.99 | 51.50 | 0.00 |
| Pos Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 50 |