Volatility Analysis

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Volatility: 
Days Factor: 
10.99 0.11(1.01%)09/13/2024
Amcor Plc (AMCR)
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  • For the given dates, AMCR current volatility is at 13.68%.
  • The 1-Month historical standard deviation is at 0.25.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.09
    20 Days0.17
    1 Month0.25
    3 Months 0.54
    100 Days 0.53
    6 Months 0.66
    9 Months 0.63
    Year-to-date0.65
    1 Year0.64
    3 Years1.15
    5 Years1.27
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202424.1728.7520.78-44.0279.71-50.7159.30-46.7940.73   -50.7179.7112.44
    2023         32.63-33.63-19.80-33.6332.63-6.93
    Summary
    Avg Returns (%)24.1728.7520.78-44.0279.71-50.7159.30-46.7940.7332.63-33.63-19.80-50.7179.717.59
    Max Pos Return (%)24.1728.7520.78-44.0279.71-50.7159.30-46.7940.7332.63-33.63-19.80-50.7179.717.59
    Max Neg Return (%)24.1728.7520.78-44.0279.71-50.7159.30-46.7940.7332.63-33.63-19.80-50.7179.717.59
    Pos Occurences (%)10010010001000100010010000010058
    Neg Occurences (%)0001000100010000100100010042