Volatility Analysis

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Volatility: 
Days Factor: 
60.40 0.78(1.31%)09/13/2024
Archer Daniels Midland Co. (ADM)
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  • For the given dates, ADM current volatility is at 17.11%.
  • The 1-Month historical standard deviation is at 0.89.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.51
    20 Days0.78
    1 Month0.89
    3 Months 2.01
    100 Days 1.93
    6 Months 1.71
    9 Months 5.29
    Year-to-date4.40
    1 Year7.29
    3 Years10.88
    5 Years17.19
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024304.71-89.9924.7738.552.07-13.42-9.34-33.2531.09   -89.99304.7128.35
    2023         114.94-56.72166.20-56.72166.2074.81
    Summary
    Avg Returns (%)304.71-89.9924.7738.552.07-13.42-9.34-33.2531.09114.94-56.72166.20-89.99304.7139.97
    Max Pos Return (%)304.71-89.9924.7738.552.07-13.42-9.34-33.2531.09114.94-56.72166.20-89.99304.7139.97
    Max Neg Return (%)304.71-89.9924.7738.552.07-13.42-9.34-33.2531.09114.94-56.72166.20-89.99304.7139.97
    Pos Occurences (%)10001001001000001001000100010058
    Neg Occurences (%)0100000100100100001000010042