Volatility Analysis
128.21 3.62(2.90%)09/13/2024
Arch Coal Inc. (ARCH)
For the given dates, ARCH current volatility is at 39.13%.
The 1-Month historical standard deviation is at 4.43.
Arch Coal Inc. (ARCH)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 1.96 |
| 20 Days | 5.17 |
| 1 Month | 4.43 |
| 3 Months | 15.52 |
| 100 Days | 16.33 |
| 6 Months | 15.75 |
| 9 Months | 15.95 |
| Year-to-date | 16.36 |
| 1 Year | 14.47 |
| 3 Years | 18.98 |
| 5 Years | 51.46 |
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 | 45.91 | 8.67 | -29.00 | 12.53 | -26.79 | 28.28 | -2.44 | 17.57 | 8.28 | -29.00 | 45.91 | 7.00 | |||
| 2023 | 18.45 | -6.34 | -6.34 | 18.45 | 6.06 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 45.91 | 8.67 | -29.00 | 12.53 | -26.79 | 28.28 | -2.44 | 17.57 | 8.28 | nan | 18.45 | -6.34 | -6.34 | 45.91 | nan |
| Max Pos Return (%) | 45.91 | 8.67 | -29.00 | 12.53 | -26.79 | 28.28 | -2.44 | 17.57 | 8.28 | 0.00 | 18.45 | -6.34 | 0.00 | 45.91 | 6.26 |
| Max Neg Return (%) | 45.91 | 8.67 | -29.00 | 12.53 | -26.79 | 28.28 | -2.44 | 17.57 | 8.28 | 0.00 | 18.45 | -6.34 | 0.00 | 45.91 | 6.26 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |