Volatility Analysis

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Volatility: 
Days Factor: 
98.46 -0.28(-0.28%)09/06/2024
Bunge Ltd. (BG)
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  • For the given dates, BG current volatility is at 20.55%.
  • The 1-Month historical standard deviation is at 2.06.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.19
    20 Days2.05
    1 Month2.06
    3 Months 6.08
    100 Days 5.86
    6 Months 5.35
    9 Months 6.68
    Year-to-date6.93
    1 Year6.58
    3 Years9.45
    5 Years24.13
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202435.53-57.2853.0855.90-23.57-14.09139.16-64.3129.42   -64.31139.1617.09
    2023         28.77-47.6747.04-47.6747.049.38
    Summary
    Avg Returns (%)35.53-57.2853.0855.90-23.57-14.09139.16-64.3129.4228.77-47.6747.04-64.31139.1615.17
    Max Pos Return (%)35.53-57.2853.0855.90-23.57-14.09139.16-64.3129.4228.77-47.6747.04-64.31139.1615.17
    Max Neg Return (%)35.53-57.2853.0855.90-23.57-14.09139.16-64.3129.4228.77-47.6747.04-64.31139.1615.17
    Pos Occurences (%)10001001000010001001000100010058
    Neg Occurences (%)0100001001000100001000010042