Volatility Analysis
72.07 0.45(0.63%)07/03/2024
Argan, Inc. (AGX)
For the given dates, AGX current volatility is at 23.42%.
The 1-Month historical standard deviation is at 3.07.
Argan, Inc. (AGX)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 1.37 |
20 Days | 2.26 |
1 Month | 3.07 |
3 Months | 7.94 |
100 Days | 8.84 |
6 Months | 11.29 |
9 Months | 10.66 |
Year-to-date | 11.28 |
1 Year | 10.67 |
3 Years | 8.83 |
5 Years | 7.78 |
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 | -7.54 | -5.01 | 10.16 | 10.52 | -5.98 | 17.26 | -5.40 | -7.54 | 17.26 | 2.00 | |||||
2023 | 21.05 | 21.44 | 17.50 | -16.56 | 7.10 | -16.56 | 21.44 | 10.11 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | -7.54 | -5.01 | 10.16 | 10.52 | -5.98 | 17.26 | -5.40 | 21.05 | 21.44 | 17.50 | -16.56 | 7.10 | -16.56 | 21.44 | 5.38 |
Max Pos Return (%) | -7.54 | -5.01 | 10.16 | 10.52 | -5.98 | 17.26 | -5.40 | 21.05 | 21.44 | 17.50 | -16.56 | 7.10 | -16.56 | 21.44 | 5.38 |
Max Neg Return (%) | -7.54 | -5.01 | 10.16 | 10.52 | -5.98 | 17.26 | -5.40 | 21.05 | 21.44 | 17.50 | -16.56 | 7.10 | -16.56 | 21.44 | 5.38 |
Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |