Volatility Analysis
78.49 0.02(0.03%)07/08/2024
Amdocs Ltd (DOX)
For the given dates, DOX current volatility is at 10.32%.
The 1-Month historical standard deviation is at 1.21.
Amdocs Ltd (DOX)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.47 |
| 20 Days | 0.94 |
| 1 Month | 1.21 |
| 3 Months | 3.84 |
| 100 Days | 4.32 |
| 6 Months | 5.66 |
| 9 Months | 5.08 |
| Year-to-date | 5.59 |
| 1 Year | 5.20 |
| 3 Years | 7.28 |
| 5 Years | 12.32 |
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 | -22.05 | 8.23 | 28.14 | -35.67 | 11.29 | 17.02 | -28.31 | -35.67 | 28.14 | -3.05 | |||||
| 2023 | -37.42 | -2.11 | 15.99 | -11.40 | 62.23 | -37.42 | 62.23 | 5.46 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -22.05 | 8.23 | 28.14 | -35.67 | 11.29 | 17.02 | -28.31 | -37.42 | -2.11 | 15.99 | -11.40 | 62.23 | -37.42 | 62.23 | 0.50 |
| Max Pos Return (%) | -22.05 | 8.23 | 28.14 | -35.67 | 11.29 | 17.02 | -28.31 | -37.42 | -2.11 | 15.99 | -11.40 | 62.23 | -37.42 | 62.23 | 0.50 |
| Max Neg Return (%) | -22.05 | 8.23 | 28.14 | -35.67 | 11.29 | 17.02 | -28.31 | -37.42 | -2.11 | 15.99 | -11.40 | 62.23 | -37.42 | 62.23 | 0.50 |
| Pos Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 50 |