Volatility Analysis
20.08 -0.36(-1.76%)09/06/2024
HeidelbergCement AG (HDELY)
For the given dates, HDELY current volatility is at 22.91%.
The 1-Month historical standard deviation is at 0.72.
HeidelbergCement AG (HDELY)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.37 |
| 20 Days | 0.38 |
| 1 Month | 0.72 |
| 3 Months | 0.87 |
| 100 Days | 0.83 |
| 6 Months | 0.81 |
| 9 Months | 1.45 |
| Year-to-date | 1.29 |
| 1 Year | 2.40 |
| 3 Years | 3.88 |
| 5 Years | 3.62 |
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 | 70.32 | 8.13 | -23.87 | 10.58 | -13.78 | 18.38 | 7.51 | -38.68 | 39.96 | -38.68 | 70.32 | 8.73 | |||
| 2023 | 79.55 | -76.03 | 52.02 | -76.03 | 79.55 | 18.51 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 70.32 | 8.13 | -23.87 | 10.58 | -13.78 | 18.38 | 7.51 | -38.68 | 39.96 | 79.55 | -76.03 | 52.02 | -76.03 | 79.55 | 11.17 |
| Max Pos Return (%) | 70.32 | 8.13 | -23.87 | 10.58 | -13.78 | 18.38 | 7.51 | -38.68 | 39.96 | 79.55 | -76.03 | 52.02 | -76.03 | 79.55 | 11.17 |
| Max Neg Return (%) | 70.32 | 8.13 | -23.87 | 10.58 | -13.78 | 18.38 | 7.51 | -38.68 | 39.96 | 79.55 | -76.03 | 52.02 | -76.03 | 79.55 | 11.17 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 67 |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 33 |