Volatility Analysis
155.58 -0.30(-0.19%)09/27/2024
Credit Suisse AG Nassau Branch (GLDI)
For the given dates, GLDI current volatility is at 7.48%.
The 1-Month historical standard deviation is at 1.14.
Credit Suisse AG Nassau Branch (GLDI)
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Historical Standard Deviation
Period | Value |
1 Week | 0.43 |
20 Days | 0.73 |
1 Month | 1.14 |
3 Months | 2.36 |
100 Days | 2.59 |
6 Months | 2.49 |
9 Months | 3.90 |
Year-to-date | 3.90 |
1 Year | 5.55 |
3 Years | 7.12 |
5 Years | 9.59 |
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 | 11.11 | -1.14 | 58.26 | 43.20 | -10.25 | 38.16 | -18.62 | -28.67 | -19.32 | -28.67 | 58.26 | 8.08 | |||
2023 | 55.45 | -13.41 | -13.41 | 55.45 | 21.02 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 11.11 | -1.14 | 58.26 | 43.20 | -10.25 | 38.16 | -18.62 | -28.67 | -19.32 | nan | 55.45 | -13.41 | -13.41 | 58.26 | nan |
Max Pos Return (%) | 11.11 | -1.14 | 58.26 | 43.20 | -10.25 | 38.16 | -18.62 | -28.67 | -19.32 | 0.00 | 55.45 | -13.41 | 0.00 | 58.26 | 9.56 |
Max Neg Return (%) | 11.11 | -1.14 | 58.26 | 43.20 | -10.25 | 38.16 | -18.62 | -28.67 | -19.32 | 0.00 | 55.45 | -13.41 | 0.00 | 58.26 | 9.56 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | nan | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | nan | 0 | 100 | 0 | 100 | nan |