Volatility Analysis
60.40 0.78(1.31%)09/13/2024
Archer Daniels Midland Co. (ADM)
For the given dates, ADM current volatility is at 17.11%.
The 1-Month historical standard deviation is at 0.89.
Archer Daniels Midland Co. (ADM)
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Historical Standard Deviation
Period | Value |
1 Week | 0.51 |
20 Days | 0.78 |
1 Month | 0.89 |
3 Months | 2.01 |
100 Days | 1.93 |
6 Months | 1.71 |
9 Months | 5.29 |
Year-to-date | 4.40 |
1 Year | 7.29 |
3 Years | 10.88 |
5 Years | 17.19 |
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 | 304.71 | -89.99 | 24.77 | 38.55 | 2.07 | -13.42 | -9.34 | -33.25 | 31.09 | -89.99 | 304.71 | 28.35 | |||
2023 | 114.94 | -56.72 | 166.20 | -56.72 | 166.20 | 74.81 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 304.71 | -89.99 | 24.77 | 38.55 | 2.07 | -13.42 | -9.34 | -33.25 | 31.09 | 114.94 | -56.72 | 166.20 | -89.99 | 304.71 | 39.97 |
Max Pos Return (%) | 304.71 | -89.99 | 24.77 | 38.55 | 2.07 | -13.42 | -9.34 | -33.25 | 31.09 | 114.94 | -56.72 | 166.20 | -89.99 | 304.71 | 39.97 |
Max Neg Return (%) | 304.71 | -89.99 | 24.77 | 38.55 | 2.07 | -13.42 | -9.34 | -33.25 | 31.09 | 114.94 | -56.72 | 166.20 | -89.99 | 304.71 | 39.97 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |