Volatility Analysis
104.50 1.25(1.21%)09/06/2024
Givaudan SA (GVDNY)
For the given dates, GVDNY current volatility is at 20.22%.
The 1-Month historical standard deviation is at 3.29.
Givaudan SA (GVDNY)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 1.02 |
| 20 Days | 2.75 |
| 1 Month | 3.29 |
| 3 Months | 2.52 |
| 100 Days | 2.60 |
| 6 Months | 4.69 |
| 9 Months | 6.97 |
| Year-to-date | 6.57 |
| 1 Year | 11.64 |
| 3 Years | 13.16 |
| 5 Years | 13.25 |
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 | 259.43 | -66.20 | -12.91 | 12.69 | -13.80 | 27.78 | 78.13 | -42.10 | 27.88 | -66.20 | 259.43 | 30.10 | |||
| 2023 | -29.71 | -21.81 | -24.62 | -29.71 | -21.81 | -25.38 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 259.43 | -66.20 | -12.91 | 12.69 | -13.80 | 27.78 | 78.13 | -42.10 | 27.88 | -29.71 | -21.81 | -24.62 | -66.20 | 259.43 | 16.23 |
| Max Pos Return (%) | 259.43 | -66.20 | -12.91 | 12.69 | -13.80 | 27.78 | 78.13 | -42.10 | 27.88 | -29.71 | -21.81 | -24.62 | -66.20 | 259.43 | 16.23 |
| Max Neg Return (%) | 259.43 | -66.20 | -12.91 | 12.69 | -13.80 | 27.78 | 78.13 | -42.10 | 27.88 | -29.71 | -21.81 | -24.62 | -66.20 | 259.43 | 16.23 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 42 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 58 |