Volatility Analysis
71.15 0.21(0.29%)06/28/2024
Ameren Corp. (AEE)
For the given dates, AEE current volatility is at 14.62%.
The 1-Month historical standard deviation is at 1.16.
Ameren Corp. (AEE)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.51 |
20 Days | 0.56 |
1 Month | 1.16 |
3 Months | 1.66 |
100 Days | 1.62 |
6 Months | 1.91 |
9 Months | 2.84 |
Year-to-date | 1.92 |
1 Year | 4.44 |
3 Years | 5.99 |
5 Years | 7.32 |
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 | -45.51 | 15.16 | 5.35 | 7.40 | 36.50 | -38.81 | -45.51 | 36.50 | -3.32 | ||||||
2023 | -31.78 | 48.33 | 4.57 | -46.90 | 137.15 | -46.90 | 137.15 | 22.27 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | -45.51 | 15.16 | 5.35 | 7.40 | 36.50 | -38.81 | nan | -31.78 | 48.33 | 4.57 | -46.90 | 137.15 | -46.90 | 137.15 | nan |
Max Pos Return (%) | -45.51 | 15.16 | 5.35 | 7.40 | 36.50 | -38.81 | 0.00 | -31.78 | 48.33 | 4.57 | -46.90 | 137.15 | 0.00 | 137.15 | 7.62 |
Max Neg Return (%) | -45.51 | 15.16 | 5.35 | 7.40 | 36.50 | -38.81 | 0.00 | -31.78 | 48.33 | 4.57 | -46.90 | 137.15 | 0.00 | 137.15 | 7.62 |
Pos Occurences (%) | 0 | 100 | 100 | 100 | 100 | 0 | nan | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 0 | 0 | 0 | 100 | nan | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |