Volatility Analysis

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Volatility: 
Days Factor: 
3.02 -0.05(-1.63%)09/06/2024
Hennes & Mauritz AB (HNNMY)
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  • For the given dates, HNNMY current volatility is at 23.37%.
  • The 1-Month historical standard deviation is at 0.09.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.04
    20 Days0.05
    1 Month0.09
    3 Months 0.20
    100 Days 0.22
    6 Months 0.22
    9 Months 0.27
    Year-to-date0.26
    1 Year0.28
    3 Years0.51
    5 Years0.63
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024200.33-71.87267.35-47.68-16.32148.16-63.71-3.16-10.16   -71.87267.3544.77
    2023         -25.6961.39-44.36-44.3661.39-2.89
    Summary
    Avg Returns (%)200.33-71.87267.35-47.68-16.32148.16-63.71-3.16-10.16-25.6961.39-44.36-71.87267.3532.86
    Max Pos Return (%)200.33-71.87267.35-47.68-16.32148.16-63.71-3.16-10.16-25.6961.39-44.36-71.87267.3532.86
    Max Neg Return (%)200.33-71.87267.35-47.68-16.32148.16-63.71-3.16-10.16-25.6961.39-44.36-71.87267.3532.86
    Pos Occurences (%)10001000010000001000010033
    Neg Occurences (%)0100010010001001001001000100010067