Volatility | KlickAnalytics

Volatility Analysis

34.35 0.27(0.78%)06/28/2024
Fox Corporation (FOXA)

Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1

For the given dates, FOXA current volatility is at 14.55%.

The 1-Month historical standard deviation is at 0.51.

Historical Standard Deviation

Period	Value
1 Week	0.19
20 Days	0.53
1 Month	0.51
3 Months	1.36
100 Days	1.44
6 Months	1.65
9 Months	1.51
Year-to-date	1.65
1 Year	1.63
3 Years	3.40
5 Years	4.29

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	-27.14	36.33	-9.45	24.61	-34.70	25.77							-34.70	36.33	2.57
2023								24.52	64.77	-22.00	-35.61	19.32	-35.61	64.77	10.20
Summary
Avg Returns (%)	-27.14	36.33	-9.45	24.61	-34.70	25.77	nan	24.52	64.77	-22.00	-35.61	19.32	-35.61	64.77	nan
Max Pos Return (%)	-27.14	36.33	-9.45	24.61	-34.70	25.77	0.00	24.52	64.77	-22.00	-35.61	19.32	0.00	64.77	5.54
Max Neg Return (%)	-27.14	36.33	-9.45	24.61	-34.70	25.77	0.00	24.52	64.77	-22.00	-35.61	19.32	0.00	64.77	5.54
Pos Occurences (%)	0	100	0	100	0	100	nan	100	100	0	0	100	0	100	nan
Neg Occurences (%)	100	0	100	0	100	0	nan	0	0	100	100	0	0	100	nan