Volatility Analysis

-
Volatility: 
Days Factor: 
104.20 1.21(1.17%)09/13/2024
American Electric Power Company Inc. (AEP)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, AEP current volatility is at 12.73%.
  • The 1-Month historical standard deviation is at 2.55.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.73
    20 Days2.00
    1 Month2.55
    3 Months 5.55
    100 Days 5.62
    6 Months 6.27
    9 Months 7.08
    Year-to-date7.12
    1 Year7.93
    3 Years6.98
    5 Years7.66
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202415.2487.29-46.3817.503.30-32.56-9.35-39.3773.84   -46.3887.297.72
    2023         -4.41-35.8837.78-35.8837.78-0.84
    Summary
    Avg Returns (%)15.2487.29-46.3817.503.30-32.56-9.35-39.3773.84-4.41-35.8837.78-46.3887.295.58
    Max Pos Return (%)15.2487.29-46.3817.503.30-32.56-9.35-39.3773.84-4.41-35.8837.78-46.3887.295.58
    Max Neg Return (%)15.2487.29-46.3817.503.30-32.56-9.35-39.3773.84-4.41-35.8837.78-46.3887.295.58
    Pos Occurences (%)100100010010000010000100010050
    Neg Occurences (%)001000010010010001001000010050