Volatility Analysis

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Volatility: 
Days Factor: 
0.46 0.00(0.00%)09/05/2024
Air China Ltd (AICAF)
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  • For the given dates, AICAF current volatility is at 30.56%.
  • The 1-Month historical standard deviation is at 0.02.



  • Historical Standard Deviation
    PeriodValue
    1 Month0.02
    3 Months 0.02
    100 Days 0.02
    6 Months 0.04
    9 Months 0.06
    Year-to-date0.04
    1 Year0.08
    3 Years0.10
    5 Years0.11
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-100.00inf38.1918.93-15.839.48-52.37-25.690.00   -100.00-14.14
    2023         -100.00naninf-100.00-33.33
    Summary
    Avg Returns (%)-100.000.0038.1918.93-15.839.48-52.37-25.690.00-100.000.000.00-100.0038.19-18.94
    Max Pos Return (%)-100.0038.1918.93-15.839.48-52.37-25.690.00-100.00-100.00-18.94
    Max Neg Return (%)-100.0038.1918.93-15.839.48-52.37-25.690.00-100.00-100.00-18.94
    Pos Occurences (%)001001000100000000010025
    Neg Occurences (%)100100001000100100100100100100010075