Volatility Analysis

-
Volatility: 
Days Factor: 
993.02 -3.91(-0.39%)09/13/2024
W.W. Grainger Inc. (GWW)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, GWW current volatility is at 23.53%.
  • The 1-Month historical standard deviation is at 14.77.



  • Historical Standard Deviation
    PeriodValue
    1 Week17.89
    20 Days17.03
    1 Month14.77
    3 Months 27.84
    100 Days 30.57
    6 Months 34.46
    9 Months 52.47
    Year-to-date45.70
    1 Year98.48
    3 Years184.81
    5 Years216.80
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202498.13-58.9147.943.2551.03-50.9080.03-31.0856.61   -58.9198.1321.79
    2023         113.66-22.49-46.62-46.62113.6614.85
    Summary
    Avg Returns (%)98.13-58.9147.943.2551.03-50.9080.03-31.0856.61113.66-22.49-46.62-58.91113.6620.05
    Max Pos Return (%)98.13-58.9147.943.2551.03-50.9080.03-31.0856.61113.66-22.49-46.62-58.91113.6620.05
    Max Neg Return (%)98.13-58.9147.943.2551.03-50.9080.03-31.0856.61113.66-22.49-46.62-58.91113.6620.05
    Pos Occurences (%)10001001001000100010010000010058
    Neg Occurences (%)0100000100010000100100010042