Volatility Analysis
112.13 1.57(1.42%)10/04/2024
Entegris Inc (ENTG)
For the given dates, ENTG current volatility is at 36.74%.
The 1-Month historical standard deviation is at 2.69.
Entegris Inc (ENTG)
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Historical Standard Deviation
Period | Value |
1 Week | 1.83 |
20 Days | 2.08 |
1 Month | 2.69 |
3 Months | 12.27 |
100 Days | 12.84 |
6 Months | 11.78 |
9 Months | 11.57 |
Year-to-date | 11.59 |
1 Year | 15.33 |
3 Years | 22.11 |
5 Years | 27.99 |
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 | 45.40 | -32.81 | -10.78 | 61.74 | -13.31 | -5.90 | 63.74 | -12.93 | 3.04 | -14.41 | -32.81 | 63.74 | 8.38 | ||
2023 | -36.68 | 22.41 | -36.68 | 22.41 | -7.14 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 45.40 | -32.81 | -10.78 | 61.74 | -13.31 | -5.90 | 63.74 | -12.93 | 3.04 | -14.41 | -36.68 | 22.41 | -36.68 | 63.74 | 5.79 |
Max Pos Return (%) | 45.40 | -32.81 | -10.78 | 61.74 | -13.31 | -5.90 | 63.74 | -12.93 | 3.04 | -14.41 | -36.68 | 22.41 | -36.68 | 63.74 | 5.79 |
Max Neg Return (%) | 45.40 | -32.81 | -10.78 | 61.74 | -13.31 | -5.90 | 63.74 | -12.93 | 3.04 | -14.41 | -36.68 | 22.41 | -36.68 | 63.74 | 5.79 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 42 |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 58 |