Volatility Analysis

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Volatility: 
Days Factor: 
90.96 1.64(1.83%)09/13/2024
AGCO Corp. (AGCO)
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  • For the given dates, AGCO current volatility is at 24.58%.
  • The 1-Month historical standard deviation is at 1.44.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.10
    20 Days1.11
    1 Month1.44
    3 Months 5.85
    100 Days 6.12
    6 Months 11.82
    9 Months 11.80
    Year-to-date11.71
    1 Year10.88
    3 Years11.71
    5 Years26.41
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-28.4135.45-15.1247.01-27.21-2.8599.53-47.0916.91   -47.0999.538.69
    2023         13.39-32.6512.12-32.6513.39-2.38
    Summary
    Avg Returns (%)-28.4135.45-15.1247.01-27.21-2.8599.53-47.0916.9113.39-32.6512.12-47.0999.535.92
    Max Pos Return (%)-28.4135.45-15.1247.01-27.21-2.8599.53-47.0916.9113.39-32.6512.12-47.0999.535.92
    Max Neg Return (%)-28.4135.45-15.1247.01-27.21-2.8599.53-47.0916.9113.39-32.6512.12-47.0999.535.92
    Pos Occurences (%)010001000010001001000100010050
    Neg Occurences (%)100010001001000100001000010050