Volatility Analysis
479.16 5.10(1.08%)09/13/2024
Goldman Sachs Group, Inc. (GS)
For the given dates, GS current volatility is at 34.38%.
The 1-Month historical standard deviation is at 13.06.
Goldman Sachs Group, Inc. (GS)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 7.53 |
| 20 Days | 15.20 |
| 1 Month | 13.06 |
| 3 Months | 18.90 |
| 100 Days | 19.86 |
| 6 Months | 34.97 |
| 9 Months | 44.23 |
| Year-to-date | 43.45 |
| 1 Year | 61.85 |
| 3 Years | 54.86 |
| 5 Years | 84.41 |
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 | 16.93 | -26.48 | 118.24 | -21.63 | -10.68 | 24.03 | 8.84 | -35.90 | 112.26 | -35.90 | 118.24 | 20.62 | |||
| 2023 | -53.03 | 13.47 | -53.03 | 13.47 | -19.78 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 16.93 | -26.48 | 118.24 | -21.63 | -10.68 | 24.03 | 8.84 | -35.90 | 112.26 | nan | -53.03 | 13.47 | -53.03 | 118.24 | nan |
| Max Pos Return (%) | 16.93 | -26.48 | 118.24 | -21.63 | -10.68 | 24.03 | 8.84 | -35.90 | 112.26 | 0.00 | -53.03 | 13.47 | 0.00 | 118.24 | 12.17 |
| Max Neg Return (%) | 16.93 | -26.48 | 118.24 | -21.63 | -10.68 | 24.03 | 8.84 | -35.90 | 112.26 | 0.00 | -53.03 | 13.47 | 0.00 | 118.24 | 12.17 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |