Volatility | KlickAnalytics

Volatility Analysis

70.24 -0.79(-1.11%)07/01/2024
DT Midstream Inc (DTM)

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For the given dates, DTM current volatility is at 17.80%.

The 1-Month historical standard deviation is at 2.61.

Historical Standard Deviation

Period	Value
1 Week	0.47
20 Days	1.57
1 Month	2.61
3 Months	1.67
100 Days	1.79
6 Months	1.73
9 Months	2.45
Year-to-date	1.89
1 Year	3.23
3 Years	10.70
5 Years	10.85

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	-46.83	117.43	-10.59	-11.81	-8.07	18.62	-0.09						-46.83	117.43	8.38
2023								-11.61	133.77	-13.87	-54.14	148.96	-54.14	148.96	40.62
Summary
Avg Returns (%)	-46.83	117.43	-10.59	-11.81	-8.07	18.62	-0.09	-11.61	133.77	-13.87	-54.14	148.96	-54.14	148.96	21.81
Max Pos Return (%)	-46.83	117.43	-10.59	-11.81	-8.07	18.62	-0.09	-11.61	133.77	-13.87	-54.14	148.96	-54.14	148.96	21.81
Max Neg Return (%)	-46.83	117.43	-10.59	-11.81	-8.07	18.62	-0.09	-11.61	133.77	-13.87	-54.14	148.96	-54.14	148.96	21.81
Pos Occurences (%)	0	100	0	0	0	100	0	0	100	0	0	100	0	100	33
Neg Occurences (%)	100	0	100	100	100	0	100	100	0	100	100	0	0	100	67