Volatility Analysis
104.20 1.21(1.17%)09/13/2024
American Electric Power Company Inc. (AEP)
For the given dates, AEP current volatility is at 12.73%.
The 1-Month historical standard deviation is at 2.55.
American Electric Power Company Inc. (AEP)
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Historical Standard Deviation
Period | Value |
1 Week | 0.73 |
20 Days | 2.00 |
1 Month | 2.55 |
3 Months | 5.55 |
100 Days | 5.62 |
6 Months | 6.27 |
9 Months | 7.08 |
Year-to-date | 7.12 |
1 Year | 7.93 |
3 Years | 6.98 |
5 Years | 7.66 |
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 | 15.24 | 87.29 | -46.38 | 17.50 | 3.30 | -32.56 | -9.35 | -39.37 | 73.84 | -46.38 | 87.29 | 7.72 | |||
2023 | -4.41 | -35.88 | 37.78 | -35.88 | 37.78 | -0.84 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 15.24 | 87.29 | -46.38 | 17.50 | 3.30 | -32.56 | -9.35 | -39.37 | 73.84 | -4.41 | -35.88 | 37.78 | -46.38 | 87.29 | 5.58 |
Max Pos Return (%) | 15.24 | 87.29 | -46.38 | 17.50 | 3.30 | -32.56 | -9.35 | -39.37 | 73.84 | -4.41 | -35.88 | 37.78 | -46.38 | 87.29 | 5.58 |
Max Neg Return (%) | 15.24 | 87.29 | -46.38 | 17.50 | 3.30 | -32.56 | -9.35 | -39.37 | 73.84 | -4.41 | -35.88 | 37.78 | -46.38 | 87.29 | 5.58 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 50 |