Volatility Analysis

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Volatility: 
Days Factor: 
119.98 2.11(1.79%)09/13/2024
Esco Technologies, Inc. (ESE)
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  • For the given dates, ESE current volatility is at 26.72%.
  • The 1-Month historical standard deviation is at 2.26.



  • Historical Standard Deviation
    PeriodValue
    1 Week2.00
    20 Days2.06
    1 Month2.26
    3 Months 6.68
    100 Days 6.74
    6 Months 7.10
    9 Months 7.02
    Year-to-date6.98
    1 Year6.63
    3 Years14.93
    5 Years13.33
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202495.81-3.481.3314.44-43.7037.0428.61-28.8243.26   -43.7095.8116.05
    2023         -3.90-20.54-29.74-29.74-3.90-18.06
    Summary
    Avg Returns (%)95.81-3.481.3314.44-43.7037.0428.61-28.8243.26-3.90-20.54-29.74-43.7095.817.53
    Max Pos Return (%)95.81-3.481.3314.44-43.7037.0428.61-28.8243.26-3.90-20.54-29.74-43.7095.817.53
    Max Neg Return (%)95.81-3.481.3314.44-43.7037.0428.61-28.8243.26-3.90-20.54-29.74-43.7095.817.53
    Pos Occurences (%)100010010001001000100000010050
    Neg Occurences (%)010000100001000100100100010050