Volatility Analysis

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Volatility: 
Days Factor: 
8.08 0.24(3.05%)07/08/2024
Himax Technologies (HIMX)
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  • For the given dates, HIMX current volatility is at 37.14%.
  • The 1-Month historical standard deviation is at 0.67.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.13
    20 Days0.32
    1 Month0.67
    3 Months 1.11
    100 Days 1.10
    6 Months 0.88
    9 Months 0.74
    Year-to-date0.86
    1 Year0.73
    3 Years1.58
    5 Years2.74
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-19.27-21.16-2.309.92-19.41374.30-62.77     -62.77374.3037.04
    2023       -0.33-7.3930.324.0925.71-7.3930.3210.48
    Summary
    Avg Returns (%)-19.27-21.16-2.309.92-19.41374.30-62.77-0.33-7.3930.324.0925.71-62.77374.3025.98
    Max Pos Return (%)-19.27-21.16-2.309.92-19.41374.30-62.77-0.33-7.3930.324.0925.71-62.77374.3025.98
    Max Neg Return (%)-19.27-21.16-2.309.92-19.41374.30-62.77-0.33-7.3930.324.0925.71-62.77374.3025.98
    Pos Occurences (%)0001000100000100100100010042
    Neg Occurences (%)10010010001000100100100000010058