Volatility Analysis
6.91 -0.18(-2.47%)07/05/2024
Algoma Steel Group Inc (ASTL)
For the given dates, ASTL current volatility is at 25.58%.
The 1-Month historical standard deviation is at 0.19.
Algoma Steel Group Inc (ASTL)
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Historical Standard Deviation
Period | Value |
1 Week | 0.08 |
20 Days | 0.08 |
1 Month | 0.19 |
3 Months | 0.30 |
100 Days | 0.31 |
6 Months | 0.69 |
9 Months | 0.87 |
Year-to-date | 0.56 |
1 Year | 0.81 |
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 | 14.99 | 30.48 | -41.21 | -11.34 | 20.46 | -15.42 | 1.86 | -41.21 | 30.48 | -0.03 | |||||
2023 | 2.10 | 6.48 | -19.49 | -6.81 | 25.60 | -19.49 | 25.60 | 1.58 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 14.99 | 30.48 | -41.21 | -11.34 | 20.46 | -15.42 | 1.86 | 2.10 | 6.48 | -19.49 | -6.81 | 25.60 | -41.21 | 30.48 | 0.64 |
Max Pos Return (%) | 14.99 | 30.48 | -41.21 | -11.34 | 20.46 | -15.42 | 1.86 | 2.10 | 6.48 | -19.49 | -6.81 | 25.60 | -41.21 | 30.48 | 0.64 |
Max Neg Return (%) | 14.99 | 30.48 | -41.21 | -11.34 | 20.46 | -15.42 | 1.86 | 2.10 | 6.48 | -19.49 | -6.81 | 25.60 | -41.21 | 30.48 | 0.64 |
Pos Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 42 |