Volatility Analysis

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Volatility: 
Days Factor: 
9.36 0.21(2.30%)07/03/2024
Harmony Gold Mining Co Ltd (HMY)
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  • For the given dates, HMY current volatility is at 22.58%.
  • The 1-Month historical standard deviation is at 0.39.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.11
    20 Days0.34
    1 Month0.39
    3 Months 0.40
    100 Days 0.47
    6 Months 1.46
    9 Months 1.72
    Year-to-date1.46
    1 Year1.94
    3 Years1.73
    5 Years1.53
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202415.09-42.8572.3315.517.45-46.87-22.66     -46.8772.33-0.29
    2023       87.20-12.03-59.3818.4542.07-59.3887.2015.26
    Summary
    Avg Returns (%)15.09-42.8572.3315.517.45-46.87-22.6687.20-12.03-59.3818.4542.07-59.3887.206.19
    Max Pos Return (%)15.09-42.8572.3315.517.45-46.87-22.6687.20-12.03-59.3818.4542.07-59.3887.206.19
    Max Neg Return (%)15.09-42.8572.3315.517.45-46.87-22.6687.20-12.03-59.3818.4542.07-59.3887.206.19
    Pos Occurences (%)10001001001000010000100100010058
    Neg Occurences (%)0100000100100010010000010042