Volatility Analysis
119.98 2.11(1.79%)09/13/2024
Esco Technologies, Inc. (ESE)
For the given dates, ESE current volatility is at 26.72%.
The 1-Month historical standard deviation is at 2.26.
Esco Technologies, Inc. (ESE)
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Historical Standard Deviation
Period | Value |
1 Week | 2.00 |
20 Days | 2.06 |
1 Month | 2.26 |
3 Months | 6.68 |
100 Days | 6.74 |
6 Months | 7.10 |
9 Months | 7.02 |
Year-to-date | 6.98 |
1 Year | 6.63 |
3 Years | 14.93 |
5 Years | 13.33 |
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 | 95.81 | -3.48 | 1.33 | 14.44 | -43.70 | 37.04 | 28.61 | -28.82 | 43.26 | -43.70 | 95.81 | 16.05 | |||
2023 | -3.90 | -20.54 | -29.74 | -29.74 | -3.90 | -18.06 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 95.81 | -3.48 | 1.33 | 14.44 | -43.70 | 37.04 | 28.61 | -28.82 | 43.26 | -3.90 | -20.54 | -29.74 | -43.70 | 95.81 | 7.53 |
Max Pos Return (%) | 95.81 | -3.48 | 1.33 | 14.44 | -43.70 | 37.04 | 28.61 | -28.82 | 43.26 | -3.90 | -20.54 | -29.74 | -43.70 | 95.81 | 7.53 |
Max Neg Return (%) | 95.81 | -3.48 | 1.33 | 14.44 | -43.70 | 37.04 | 28.61 | -28.82 | 43.26 | -3.90 | -20.54 | -29.74 | -43.70 | 95.81 | 7.53 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 50 |