Volatility Analysis

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Volatility: 
Days Factor: 
136.38 0.39(0.29%)09/16/2024
Interdigital Inc (IDCC)
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  • For the given dates, IDCC current volatility is at 21.42%.
  • The 1-Month historical standard deviation is at 2.12.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.89
    20 Days2.23
    1 Month2.12
    3 Months 8.29
    100 Days 8.46
    6 Months 13.63
    9 Months 12.16
    Year-to-date12.53
    1 Year16.27
    3 Years24.06
    5 Years22.22
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202458.91219.04-80.8638.55-47.0232.756.2112.2455.17   -80.86219.0432.78
    2023          10.84-26.71-26.7110.84-7.94
    Summary
    Avg Returns (%)58.91219.04-80.8638.55-47.0232.756.2112.2455.17nan10.84-26.71-26.71219.04nan
    Max Pos Return (%)58.91219.04-80.8638.55-47.0232.756.2112.2455.170.0010.84-26.710.00219.0423.26
    Max Neg Return (%)58.91219.04-80.8638.55-47.0232.756.2112.2455.170.0010.84-26.710.00219.0423.26
    Pos Occurences (%)10010001000100100100100nan10000100nan
    Neg Occurences (%)0010001000000nan01000100nan