Volatility Analysis
9.36 0.21(2.30%)07/03/2024
Harmony Gold Mining Co Ltd (HMY)
For the given dates, HMY current volatility is at 22.58%.
The 1-Month historical standard deviation is at 0.39.
Harmony Gold Mining Co Ltd (HMY)
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Historical Standard Deviation
Period | Value |
1 Week | 0.11 |
20 Days | 0.34 |
1 Month | 0.39 |
3 Months | 0.40 |
100 Days | 0.47 |
6 Months | 1.46 |
9 Months | 1.72 |
Year-to-date | 1.46 |
1 Year | 1.94 |
3 Years | 1.73 |
5 Years | 1.53 |
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 | 15.09 | -42.85 | 72.33 | 15.51 | 7.45 | -46.87 | -22.66 | -46.87 | 72.33 | -0.29 | |||||
2023 | 87.20 | -12.03 | -59.38 | 18.45 | 42.07 | -59.38 | 87.20 | 15.26 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 15.09 | -42.85 | 72.33 | 15.51 | 7.45 | -46.87 | -22.66 | 87.20 | -12.03 | -59.38 | 18.45 | 42.07 | -59.38 | 87.20 | 6.19 |
Max Pos Return (%) | 15.09 | -42.85 | 72.33 | 15.51 | 7.45 | -46.87 | -22.66 | 87.20 | -12.03 | -59.38 | 18.45 | 42.07 | -59.38 | 87.20 | 6.19 |
Max Neg Return (%) | 15.09 | -42.85 | 72.33 | 15.51 | 7.45 | -46.87 | -22.66 | 87.20 | -12.03 | -59.38 | 18.45 | 42.07 | -59.38 | 87.20 | 6.19 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 42 |