Volatility Analysis

-
Volatility: 
Days Factor: 
76.67 0.79(1.04%)09/13/2024
Agree Realty Corp. (ADC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, ADC current volatility is at 11.13%.
  • The 1-Month historical standard deviation is at 1.70.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.57
    20 Days1.52
    1 Month1.70
    3 Months 5.17
    100 Days 5.39
    6 Months 6.46
    9 Months 5.75
    Year-to-date5.94
    1 Year5.55
    3 Years5.03
    5 Years5.11
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202433.1110.04-10.77-24.5933.89-37.3434.11-34.5114.44   -37.3434.112.04
    2023         10.30-41.1914.95-41.1914.95-5.31
    Summary
    Avg Returns (%)33.1110.04-10.77-24.5933.89-37.3434.11-34.5114.4410.30-41.1914.95-41.1934.110.20
    Max Pos Return (%)33.1110.04-10.77-24.5933.89-37.3434.11-34.5114.4410.30-41.1914.95-41.1934.110.20
    Max Neg Return (%)33.1110.04-10.77-24.5933.89-37.3434.11-34.5114.4410.30-41.1914.95-41.1934.110.20
    Pos Occurences (%)10010000100010001001000100010058
    Neg Occurences (%)0010010001000100001000010042