Volatility | KlickAnalytics

Volatility Analysis

173.77 4.51(2.66%)09/16/2024
Affiliated Managers Group Inc. (AMG)

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For the given dates, AMG current volatility is at 22.86%.

The 1-Month historical standard deviation is at 3.32.

Historical Standard Deviation

Period	Value
1 Week	3.50
20 Days	3.56
1 Month	3.32
3 Months	7.96
100 Days	8.50
6 Months	7.06
9 Months	7.75
Year-to-date	7.68
1 Year	14.49
3 Years	16.76
5 Years	35.14

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	-13.88	-51.04	-0.61	91.92	8.38	34.35	15.77	-55.51	84.82				-55.51	91.92	12.69
2023											7.27	10.42	7.27	10.42	8.85
Summary
Avg Returns (%)	-13.88	-51.04	-0.61	91.92	8.38	34.35	15.77	-55.51	84.82	nan	7.27	10.42	7.27	91.92	nan
Max Pos Return (%)	-13.88	-51.04	-0.61	91.92	8.38	34.35	15.77	-55.51	84.82	0.00	7.27	10.42	0.00	91.92	10.99
Max Neg Return (%)	-13.88	-51.04	-0.61	91.92	8.38	34.35	15.77	-55.51	84.82	0.00	7.27	10.42	0.00	91.92	10.99
Pos Occurences (%)	0	0	0	100	100	100	100	0	100	nan	100	100	100	100	nan
Neg Occurences (%)	100	100	100	0	0	0	0	100	0	nan	0	0	0	100	nan