Volatility Analysis
3.02 -0.05(-1.63%)09/06/2024
Hennes & Mauritz AB (HNNMY)
For the given dates, HNNMY current volatility is at 23.37%.
The 1-Month historical standard deviation is at 0.09.
Hennes & Mauritz AB (HNNMY)
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Historical Standard Deviation
Period | Value |
1 Week | 0.04 |
20 Days | 0.05 |
1 Month | 0.09 |
3 Months | 0.20 |
100 Days | 0.22 |
6 Months | 0.22 |
9 Months | 0.27 |
Year-to-date | 0.26 |
1 Year | 0.28 |
3 Years | 0.51 |
5 Years | 0.63 |
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 | 200.33 | -71.87 | 267.35 | -47.68 | -16.32 | 148.16 | -63.71 | -3.16 | -10.16 | -71.87 | 267.35 | 44.77 | |||
2023 | -25.69 | 61.39 | -44.36 | -44.36 | 61.39 | -2.89 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 200.33 | -71.87 | 267.35 | -47.68 | -16.32 | 148.16 | -63.71 | -3.16 | -10.16 | -25.69 | 61.39 | -44.36 | -71.87 | 267.35 | 32.86 |
Max Pos Return (%) | 200.33 | -71.87 | 267.35 | -47.68 | -16.32 | 148.16 | -63.71 | -3.16 | -10.16 | -25.69 | 61.39 | -44.36 | -71.87 | 267.35 | 32.86 |
Max Neg Return (%) | 200.33 | -71.87 | 267.35 | -47.68 | -16.32 | 148.16 | -63.71 | -3.16 | -10.16 | -25.69 | 61.39 | -44.36 | -71.87 | 267.35 | 32.86 |
Pos Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 33 |
Neg Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 67 |