Volatility Analysis

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Volatility: 
Days Factor: 
72.07 0.45(0.63%)07/03/2024
Argan, Inc. (AGX)
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  • For the given dates, AGX current volatility is at 23.42%.
  • The 1-Month historical standard deviation is at 3.07.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.37
    20 Days2.26
    1 Month3.07
    3 Months 7.94
    100 Days 8.84
    6 Months 11.29
    9 Months 10.66
    Year-to-date11.28
    1 Year10.67
    3 Years8.83
    5 Years7.78
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-7.54-5.0110.1610.52-5.9817.26-5.40     -7.5417.262.00
    2023       21.0521.4417.50-16.567.10-16.5621.4410.11
    Summary
    Avg Returns (%)-7.54-5.0110.1610.52-5.9817.26-5.4021.0521.4417.50-16.567.10-16.5621.445.38
    Max Pos Return (%)-7.54-5.0110.1610.52-5.9817.26-5.4021.0521.4417.50-16.567.10-16.5621.445.38
    Max Neg Return (%)-7.54-5.0110.1610.52-5.9817.26-5.4021.0521.4417.50-16.567.10-16.5621.445.38
    Pos Occurences (%)00100100010001001001000100010058
    Neg Occurences (%)1001000010001000001000010042