Volatility Analysis

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Volatility: 
Days Factor: 
155.58 -0.30(-0.19%)09/27/2024
Credit Suisse AG Nassau Branch (GLDI)
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  • For the given dates, GLDI current volatility is at 7.48%.
  • The 1-Month historical standard deviation is at 1.14.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.43
    20 Days0.73
    1 Month1.14
    3 Months 2.36
    100 Days 2.59
    6 Months 2.49
    9 Months 3.90
    Year-to-date3.90
    1 Year5.55
    3 Years7.12
    5 Years9.59
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202411.11-1.1458.2643.20-10.2538.16-18.62-28.67-19.32   -28.6758.268.08
    2023          55.45-13.41-13.4155.4521.02
    Summary
    Avg Returns (%)11.11-1.1458.2643.20-10.2538.16-18.62-28.67-19.32nan55.45-13.41-13.4158.26nan
    Max Pos Return (%)11.11-1.1458.2643.20-10.2538.16-18.62-28.67-19.320.0055.45-13.410.0058.269.56
    Max Neg Return (%)11.11-1.1458.2643.20-10.2538.16-18.62-28.67-19.320.0055.45-13.410.0058.269.56
    Pos Occurences (%)10001001000100000nan10000100nan
    Neg Occurences (%)0100001000100100100nan01000100nan