Volatility Analysis
542.48 6.81(1.27%)10/04/2024
Erie Indemnity Co. (ERIE)
For the given dates, ERIE current volatility is at 20.32%.
The 1-Month historical standard deviation is at 16.35.
Erie Indemnity Co. (ERIE)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 2.41 |
| 20 Days | 7.73 |
| 1 Month | 16.35 |
| 3 Months | 59.72 |
| 100 Days | 63.74 |
| 6 Months | 61.68 |
| 9 Months | 58.95 |
| Year-to-date | 59.09 |
| 1 Year | 68.60 |
| 3 Years | 92.52 |
| 5 Years | 84.58 |
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 | 50.86 | 213.49 | -63.47 | -44.52 | 165.95 | -39.30 | 150.45 | -55.88 | 40.87 | -25.77 | -63.47 | 213.49 | 39.27 | ||
| 2023 | -40.90 | -42.07 | -42.07 | -40.90 | -41.49 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 50.86 | 213.49 | -63.47 | -44.52 | 165.95 | -39.30 | 150.45 | -55.88 | 40.87 | -25.77 | -40.90 | -42.07 | -63.47 | 213.49 | 25.81 |
| Max Pos Return (%) | 50.86 | 213.49 | -63.47 | -44.52 | 165.95 | -39.30 | 150.45 | -55.88 | 40.87 | -25.77 | -40.90 | -42.07 | -63.47 | 213.49 | 25.81 |
| Max Neg Return (%) | 50.86 | 213.49 | -63.47 | -44.52 | 165.95 | -39.30 | 150.45 | -55.88 | 40.87 | -25.77 | -40.90 | -42.07 | -63.47 | 213.49 | 25.81 |
| Pos Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 42 |
| Neg Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 58 |