Volatility Analysis
90.96 1.64(1.83%)09/13/2024
AGCO Corp. (AGCO)
For the given dates, AGCO current volatility is at 24.58%.
The 1-Month historical standard deviation is at 1.44.
AGCO Corp. (AGCO)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 1.10 |
20 Days | 1.11 |
1 Month | 1.44 |
3 Months | 5.85 |
100 Days | 6.12 |
6 Months | 11.82 |
9 Months | 11.80 |
Year-to-date | 11.71 |
1 Year | 10.88 |
3 Years | 11.71 |
5 Years | 26.41 |
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 | -28.41 | 35.45 | -15.12 | 47.01 | -27.21 | -2.85 | 99.53 | -47.09 | 16.91 | -47.09 | 99.53 | 8.69 | |||
2023 | 13.39 | -32.65 | 12.12 | -32.65 | 13.39 | -2.38 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -28.41 | 35.45 | -15.12 | 47.01 | -27.21 | -2.85 | 99.53 | -47.09 | 16.91 | 13.39 | -32.65 | 12.12 | -47.09 | 99.53 | 5.92 |
Max Pos Return (%) | -28.41 | 35.45 | -15.12 | 47.01 | -27.21 | -2.85 | 99.53 | -47.09 | 16.91 | 13.39 | -32.65 | 12.12 | -47.09 | 99.53 | 5.92 |
Max Neg Return (%) | -28.41 | 35.45 | -15.12 | 47.01 | -27.21 | -2.85 | 99.53 | -47.09 | 16.91 | 13.39 | -32.65 | 12.12 | -47.09 | 99.53 | 5.92 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |