Volatility Analysis

-
Volatility: 
Days Factor: 
6.91 -0.18(-2.47%)07/05/2024
Algoma Steel Group Inc (ASTL)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, ASTL current volatility is at 25.58%.
  • The 1-Month historical standard deviation is at 0.19.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.08
    20 Days0.08
    1 Month0.19
    3 Months 0.30
    100 Days 0.31
    6 Months 0.69
    9 Months 0.87
    Year-to-date0.56
    1 Year0.81
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202414.9930.48-41.21-11.3420.46-15.421.86     -41.2130.48-0.03
    2023       2.106.48-19.49-6.8125.60-19.4925.601.58
    Summary
    Avg Returns (%)14.9930.48-41.21-11.3420.46-15.421.862.106.48-19.49-6.8125.60-41.2130.480.64
    Max Pos Return (%)14.9930.48-41.21-11.3420.46-15.421.862.106.48-19.49-6.8125.60-41.2130.480.64
    Max Neg Return (%)14.9930.48-41.21-11.3420.46-15.421.862.106.48-19.49-6.8125.60-41.2130.480.64
    Pos Occurences (%)10010000100010010010000100010058
    Neg Occurences (%)0010010001000001001000010042