Volatility Analysis
10.55 -0.61(-5.43%)09/06/2024
Icahn Enterprises L P (IEP)
For the given dates, IEP current volatility is at 66.68%.
The 1-Month historical standard deviation is at 1.93.
Icahn Enterprises L P (IEP)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 1.19 |
| 20 Days | 1.80 |
| 1 Month | 1.93 |
| 3 Months | 1.54 |
| 100 Days | 1.47 |
| 6 Months | 1.32 |
| 9 Months | 1.51 |
| Year-to-date | 1.55 |
| 1 Year | 1.49 |
| 3 Years | 10.89 |
| 5 Years | 8.83 |
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 | -55.67 | 195.13 | -73.38 | 14.11 | 130.62 | -31.55 | -20.24 | 168.26 | 5.36 | -73.38 | 195.13 | 36.96 | |||
| 2023 | 31.83 | 87.35 | 4.03 | 4.03 | 87.35 | 41.07 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -55.67 | 195.13 | -73.38 | 14.11 | 130.62 | -31.55 | -20.24 | 168.26 | 5.36 | 31.83 | 87.35 | 4.03 | -73.38 | 195.13 | 37.99 |
| Max Pos Return (%) | -55.67 | 195.13 | -73.38 | 14.11 | 130.62 | -31.55 | -20.24 | 168.26 | 5.36 | 31.83 | 87.35 | 4.03 | -73.38 | 195.13 | 37.99 |
| Max Neg Return (%) | -55.67 | 195.13 | -73.38 | 14.11 | 130.62 | -31.55 | -20.24 | 168.26 | 5.36 | 31.83 | 87.35 | 4.03 | -73.38 | 195.13 | 37.99 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 100 | 100 | 0 | 100 | 67 |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 0 | 0 | 0 | 100 | 33 |