Volatility Analysis

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Volatility: 
Days Factor: 
112.13 1.57(1.42%)10/04/2024
Entegris Inc (ENTG)
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  • For the given dates, ENTG current volatility is at 36.74%.
  • The 1-Month historical standard deviation is at 2.69.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.83
    20 Days2.08
    1 Month2.69
    3 Months 12.27
    100 Days 12.84
    6 Months 11.78
    9 Months 11.57
    Year-to-date11.59
    1 Year15.33
    3 Years22.11
    5 Years27.99
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202445.40-32.81-10.7861.74-13.31-5.9063.74-12.933.04-14.41  -32.8163.748.38
    2023          -36.6822.41-36.6822.41-7.14
    Summary
    Avg Returns (%)45.40-32.81-10.7861.74-13.31-5.9063.74-12.933.04-14.41-36.6822.41-36.6863.745.79
    Max Pos Return (%)45.40-32.81-10.7861.74-13.31-5.9063.74-12.933.04-14.41-36.6822.41-36.6863.745.79
    Max Neg Return (%)45.40-32.81-10.7861.74-13.31-5.9063.74-12.933.04-14.41-36.6822.41-36.6863.745.79
    Pos Occurences (%)1000010000100010000100010042
    Neg Occurences (%)01001000100100010001001000010058