Volatility Analysis
37.85 -0.20(-0.53%)07/05/2024
Comcast Corp (CMCSA)
For the given dates, CMCSA current volatility is at 19.93%.
The 1-Month historical standard deviation is at 0.62.
Comcast Corp (CMCSA)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.51 |
| 20 Days | 0.57 |
| 1 Month | 0.62 |
| 3 Months | 0.87 |
| 100 Days | 1.27 |
| 6 Months | 2.37 |
| 9 Months | 2.24 |
| Year-to-date | 2.37 |
| 1 Year | 2.40 |
| 3 Years | 6.22 |
| 5 Years | 6.10 |
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 | 177.20 | -31.97 | -25.29 | 274.26 | -41.87 | -4.00 | -0.50 | -41.87 | 274.26 | 49.69 | |||||
| 2023 | -50.72 | -5.46 | 275.66 | -78.03 | -36.58 | -78.03 | 275.66 | 20.97 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 177.20 | -31.97 | -25.29 | 274.26 | -41.87 | -4.00 | -0.50 | -50.72 | -5.46 | 275.66 | -78.03 | -36.58 | -78.03 | 275.66 | 37.73 |
| Max Pos Return (%) | 177.20 | -31.97 | -25.29 | 274.26 | -41.87 | -4.00 | -0.50 | -50.72 | -5.46 | 275.66 | -78.03 | -36.58 | -78.03 | 275.66 | 37.73 |
| Max Neg Return (%) | 177.20 | -31.97 | -25.29 | 274.26 | -41.87 | -4.00 | -0.50 | -50.72 | -5.46 | 275.66 | -78.03 | -36.58 | -78.03 | 275.66 | 37.73 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 25 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 75 |