Volatility Analysis

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Volatility: 
Days Factor: 
20.83 0.25(1.21%)09/13/2024
Barrick Gold Corp. (GOLD)
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  • For the given dates, GOLD current volatility is at 32.30%.
  • The 1-Month historical standard deviation is at 0.57.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.55
    20 Days0.53
    1 Month0.57
    3 Months 1.37
    100 Days 1.40
    6 Months 1.32
    9 Months 1.50
    Year-to-date1.53
    1 Year1.45
    3 Years2.24
    5 Years3.28
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-0.1940.2012.0514.08-21.93-17.7212.40-10.2832.15   -21.9340.206.75
    2023         -13.7250.58-22.84-22.8450.584.67
    Summary
    Avg Returns (%)-0.1940.2012.0514.08-21.93-17.7212.40-10.2832.15-13.7250.58-22.84-22.8450.586.23
    Max Pos Return (%)-0.1940.2012.0514.08-21.93-17.7212.40-10.2832.15-13.7250.58-22.84-22.8450.586.23
    Max Neg Return (%)-0.1940.2012.0514.08-21.93-17.7212.40-10.2832.15-13.7250.58-22.84-22.8450.586.23
    Pos Occurences (%)010010010000100010001000010050
    Neg Occurences (%)100000100100010001000100010050