Volatility Analysis

-
Volatility: 
Days Factor: 
33.97 0.57(1.71%)09/16/2024
Baker Hughes Co (BKR)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, BKR current volatility is at 21.75%.
  • The 1-Month historical standard deviation is at 0.79.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.36
    20 Days0.81
    1 Month0.79
    3 Months 1.34
    100 Days 1.51
    6 Months 1.52
    9 Months 2.10
    Year-to-date2.13
    1 Year2.01
    3 Years4.20
    5 Years7.22
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024135.66-52.9623.869.7935.9111.469.07-41.8112.29   -52.96135.6615.92
    2023          19.12-47.07-47.0719.12-13.98
    Summary
    Avg Returns (%)135.66-52.9623.869.7935.9111.469.07-41.8112.29nan19.12-47.07-47.07135.66nan
    Max Pos Return (%)135.66-52.9623.869.7935.9111.469.07-41.8112.290.0019.12-47.070.00135.669.61
    Max Neg Return (%)135.66-52.9623.869.7935.9111.469.07-41.8112.290.0019.12-47.070.00135.669.61
    Pos Occurences (%)10001001001001001000100nan10000100nan
    Neg Occurences (%)0100000001000nan01000100nan