Volatility Analysis
18.58 -0.22(-1.17%)09/06/2024
LafargeHolcim Ltd (HCMLY)
For the given dates, HCMLY current volatility is at 15.31%.
The 1-Month historical standard deviation is at 0.67.
LafargeHolcim Ltd (HCMLY)
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Historical Standard Deviation
Period | Value |
1 Week | 0.25 |
20 Days | 0.27 |
1 Month | 0.67 |
3 Months | 0.59 |
100 Days | 0.61 |
6 Months | 0.64 |
9 Months | 1.32 |
Year-to-date | 1.26 |
1 Year | 2.09 |
3 Years | 3.33 |
5 Years | 3.10 |
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 | 96.98 | -69.55 | 5.73 | 111.93 | -31.52 | 66.96 | -14.74 | -33.80 | 12.86 | -69.55 | 111.93 | 16.09 | |||
2023 | 22.76 | -55.85 | 86.37 | -55.85 | 86.37 | 17.76 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 96.98 | -69.55 | 5.73 | 111.93 | -31.52 | 66.96 | -14.74 | -33.80 | 12.86 | 22.76 | -55.85 | 86.37 | -69.55 | 111.93 | 16.51 |
Max Pos Return (%) | 96.98 | -69.55 | 5.73 | 111.93 | -31.52 | 66.96 | -14.74 | -33.80 | 12.86 | 22.76 | -55.85 | 86.37 | -69.55 | 111.93 | 16.51 |
Max Neg Return (%) | 96.98 | -69.55 | 5.73 | 111.93 | -31.52 | 66.96 | -14.74 | -33.80 | 12.86 | 22.76 | -55.85 | 86.37 | -69.55 | 111.93 | 16.51 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |