Volatility | KlickAnalytics

Volatility Analysis

199.77 1.66(0.84%)09/13/2024
Idex Corporation (IEX)

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For the given dates, IEX current volatility is at 16.62%.

The 1-Month historical standard deviation is at 3.69.

Historical Standard Deviation

Period	Value
1 Week	1.51
20 Days	3.64
1 Month	3.69
3 Months	4.87
100 Days	4.82
6 Months	16.17
9 Months	15.19
Year-to-date	15.68
1 Year	14.98
3 Years	15.84
5 Years	26.71

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	29.12	-35.86	45.20	63.89	-26.04	13.37	35.31	-43.48	14.09				-43.48	63.89	10.62
2023										69.43	-42.48	-28.66	-42.48	69.43	-0.57
Summary
Avg Returns (%)	29.12	-35.86	45.20	63.89	-26.04	13.37	35.31	-43.48	14.09	69.43	-42.48	-28.66	-43.48	69.43	7.82
Max Pos Return (%)	29.12	-35.86	45.20	63.89	-26.04	13.37	35.31	-43.48	14.09	69.43	-42.48	-28.66	-43.48	69.43	7.82
Max Neg Return (%)	29.12	-35.86	45.20	63.89	-26.04	13.37	35.31	-43.48	14.09	69.43	-42.48	-28.66	-43.48	69.43	7.82
Pos Occurences (%)	100	0	100	100	0	100	100	0	100	100	0	0	0	100	58
Neg Occurences (%)	0	100	0	0	100	0	0	100	0	0	100	100	0	100	42