Volatility Analysis
19.78 0.45(2.33%)09/13/2024
American Eagle Outfitters Inc. (AEO)
For the given dates, AEO current volatility is at 40.26%.
The 1-Month historical standard deviation is at 1.21.
American Eagle Outfitters Inc. (AEO)
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Historical Standard Deviation
Period | Value |
1 Week | 0.32 |
20 Days | 1.30 |
1 Month | 1.21 |
3 Months | 0.95 |
100 Days | 0.93 |
6 Months | 1.86 |
9 Months | 1.71 |
Year-to-date | 1.74 |
1 Year | 2.56 |
3 Years | 4.81 |
5 Years | 6.67 |
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 | -29.84 | 22.13 | 65.05 | -4.40 | 33.44 | -34.95 | 26.46 | -0.01 | -1.90 | -34.95 | 65.05 | 8.44 | |||
2023 | -32.46 | 241.68 | -71.92 | -71.92 | 241.68 | 45.77 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -29.84 | 22.13 | 65.05 | -4.40 | 33.44 | -34.95 | 26.46 | -0.01 | -1.90 | -32.46 | 241.68 | -71.92 | -71.92 | 241.68 | 17.77 |
Max Pos Return (%) | -29.84 | 22.13 | 65.05 | -4.40 | 33.44 | -34.95 | 26.46 | -0.01 | -1.90 | -32.46 | 241.68 | -71.92 | -71.92 | 241.68 | 17.77 |
Max Neg Return (%) | -29.84 | 22.13 | 65.05 | -4.40 | 33.44 | -34.95 | 26.46 | -0.01 | -1.90 | -32.46 | 241.68 | -71.92 | -71.92 | 241.68 | 17.77 |
Pos Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |
Neg Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |