Volatility Analysis

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Volatility: 
Days Factor: 
85.15 0.40(0.47%)09/16/2024
Dollar General Corp. (DG)
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  • For the given dates, DG current volatility is at 31.03%.
  • The 1-Month historical standard deviation is at 20.26.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.20
    20 Days19.82
    1 Month20.26
    3 Months 15.95
    100 Days 15.66
    6 Months 18.79
    9 Months 16.30
    Year-to-date16.86
    1 Year16.26
    3 Years84.89
    5 Years80.22
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-3.5830.17-22.27-56.45526.40-79.3590.44614.35-83.48   -83.48614.35112.91
    2023          56.04-13.00-13.0056.0421.52
    Summary
    Avg Returns (%)-3.5830.17-22.27-56.45526.40-79.3590.44614.35-83.48nan56.04-13.00-13.00614.35nan
    Max Pos Return (%)-3.5830.17-22.27-56.45526.40-79.3590.44614.35-83.480.0056.04-13.000.00614.3588.27
    Max Neg Return (%)-3.5830.17-22.27-56.45526.40-79.3590.44614.35-83.480.0056.04-13.000.00614.3588.27
    Pos Occurences (%)01000010001001000nan10000100nan
    Neg Occurences (%)1000100100010000100nan01000100nan