Volatility Analysis

-
Volatility: 
Days Factor: 
145.51 0.22(0.15%)09/13/2024
Harcourt General, Inc. (H)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, H current volatility is at 21.13%.
  • The 1-Month historical standard deviation is at 4.31.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.36
    20 Days2.27
    1 Month4.31
    3 Months 5.63
    100 Days 5.39
    6 Months 5.53
    9 Months 10.17
    Year-to-date9.69
    1 Year17.13
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-21.72298.17-77.9085.69-30.90-7.63115.54-21.04-20.58   -77.90298.1735.51
    2023          -16.81-46.81-46.81-16.81-31.81
    Summary
    Avg Returns (%)-21.72298.17-77.9085.69-30.90-7.63115.54-21.04-20.58nan-16.81-46.81-46.81298.17nan
    Max Pos Return (%)-21.72298.17-77.9085.69-30.90-7.63115.54-21.04-20.580.00-16.81-46.810.00298.1721.33
    Max Neg Return (%)-21.72298.17-77.9085.69-30.90-7.63115.54-21.04-20.580.00-16.81-46.810.00298.1721.33
    Pos Occurences (%)010001000010000nan000100nan
    Neg Occurences (%)100010001001000100100nan100100100100nan