Volatility Analysis

-
Volatility: 
Days Factor: 
19.78 0.45(2.33%)09/13/2024
American Eagle Outfitters Inc. (AEO)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, AEO current volatility is at 40.26%.
  • The 1-Month historical standard deviation is at 1.21.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.32
    20 Days1.30
    1 Month1.21
    3 Months 0.95
    100 Days 0.93
    6 Months 1.86
    9 Months 1.71
    Year-to-date1.74
    1 Year2.56
    3 Years4.81
    5 Years6.67
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-29.8422.1365.05-4.4033.44-34.9526.46-0.01-1.90   -34.9565.058.44
    2023         -32.46241.68-71.92-71.92241.6845.77
    Summary
    Avg Returns (%)-29.8422.1365.05-4.4033.44-34.9526.46-0.01-1.90-32.46241.68-71.92-71.92241.6817.77
    Max Pos Return (%)-29.8422.1365.05-4.4033.44-34.9526.46-0.01-1.90-32.46241.68-71.92-71.92241.6817.77
    Max Neg Return (%)-29.8422.1365.05-4.4033.44-34.9526.46-0.01-1.90-32.46241.68-71.92-71.92241.6817.77
    Pos Occurences (%)0100100010001000001000010042
    Neg Occurences (%)10000100010001001001000100010058