Volatility Analysis
136.38 0.39(0.29%)09/16/2024
Interdigital Inc (IDCC)
For the given dates, IDCC current volatility is at 21.42%.
The 1-Month historical standard deviation is at 2.12.
Interdigital Inc (IDCC)
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Historical Standard Deviation
Period | Value |
1 Week | 1.89 |
20 Days | 2.23 |
1 Month | 2.12 |
3 Months | 8.29 |
100 Days | 8.46 |
6 Months | 13.63 |
9 Months | 12.16 |
Year-to-date | 12.53 |
1 Year | 16.27 |
3 Years | 24.06 |
5 Years | 22.22 |
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 | 58.91 | 219.04 | -80.86 | 38.55 | -47.02 | 32.75 | 6.21 | 12.24 | 55.17 | -80.86 | 219.04 | 32.78 | |||
2023 | 10.84 | -26.71 | -26.71 | 10.84 | -7.94 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 58.91 | 219.04 | -80.86 | 38.55 | -47.02 | 32.75 | 6.21 | 12.24 | 55.17 | nan | 10.84 | -26.71 | -26.71 | 219.04 | nan |
Max Pos Return (%) | 58.91 | 219.04 | -80.86 | 38.55 | -47.02 | 32.75 | 6.21 | 12.24 | 55.17 | 0.00 | 10.84 | -26.71 | 0.00 | 219.04 | 23.26 |
Max Neg Return (%) | 58.91 | 219.04 | -80.86 | 38.55 | -47.02 | 32.75 | 6.21 | 12.24 | 55.17 | 0.00 | 10.84 | -26.71 | 0.00 | 219.04 | 23.26 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |