Volatility Analysis
381.65 1.66(0.44%)09/16/2024
Home Depot, Inc. (HD)
For the given dates, HD current volatility is at 15.08%.
The 1-Month historical standard deviation is at 6.91.
Home Depot, Inc. (HD)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 6.94 |
| 20 Days | 5.55 |
| 1 Month | 6.91 |
| 3 Months | 11.76 |
| 100 Days | 13.14 |
| 6 Months | 16.62 |
| 9 Months | 15.41 |
| Year-to-date | 15.84 |
| 1 Year | 27.20 |
| 3 Years | 33.29 |
| 5 Years | 51.10 |
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 | 120.31 | -50.78 | 178.20 | -46.04 | 44.16 | 22.12 | -7.64 | -13.48 | -18.30 | -50.78 | 178.20 | 25.39 | |||
| 2023 | -40.38 | -20.05 | -40.38 | -20.05 | -30.22 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 120.31 | -50.78 | 178.20 | -46.04 | 44.16 | 22.12 | -7.64 | -13.48 | -18.30 | nan | -40.38 | -20.05 | -40.38 | 178.20 | nan |
| Max Pos Return (%) | 120.31 | -50.78 | 178.20 | -46.04 | 44.16 | 22.12 | -7.64 | -13.48 | -18.30 | 0.00 | -40.38 | -20.05 | 0.00 | 178.20 | 14.01 |
| Max Neg Return (%) | 120.31 | -50.78 | 178.20 | -46.04 | 44.16 | 22.12 | -7.64 | -13.48 | -18.30 | 0.00 | -40.38 | -20.05 | 0.00 | 178.20 | 14.01 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | nan | 100 | 100 | 100 | 100 | nan |