Volatility Analysis

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Volatility: 
Days Factor: 
178.76 3.28(1.87%)09/13/2024
Alamo Group Inc. (ALG)
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  • For the given dates, ALG current volatility is at 26.53%.
  • The 1-Month historical standard deviation is at 4.85.



  • Historical Standard Deviation
    PeriodValue
    1 Week3.24
    20 Days5.36
    1 Month4.85
    3 Months 7.39
    100 Days 7.37
    6 Months 15.92
    9 Months 16.17
    Year-to-date16.37
    1 Year16.98
    3 Years27.98
    5 Years32.01
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202411.4563.27-39.0714.47-27.2424.4150.46-34.7644.08   -39.0763.2711.90
    2023         -24.55-4.55-15.62-24.55-4.55-14.91
    Summary
    Avg Returns (%)11.4563.27-39.0714.47-27.2424.4150.46-34.7644.08-24.55-4.55-15.62-39.0763.275.20
    Max Pos Return (%)11.4563.27-39.0714.47-27.2424.4150.46-34.7644.08-24.55-4.55-15.62-39.0763.275.20
    Max Neg Return (%)11.4563.27-39.0714.47-27.2424.4150.46-34.7644.08-24.55-4.55-15.62-39.0763.275.20
    Pos Occurences (%)100100010001001000100000010050
    Neg Occurences (%)001000100001000100100100010050