Volatility Analysis
106.67 -1.65(-1.52%)09/06/2024
Innospec Inc (IOSP)
For the given dates, IOSP current volatility is at 24.18%.
The 1-Month historical standard deviation is at 3.45.
Innospec Inc (IOSP)
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Historical Standard Deviation
Period | Value |
1 Week | 3.33 |
20 Days | 2.50 |
1 Month | 3.45 |
3 Months | 7.98 |
100 Days | 8.04 |
6 Months | 6.72 |
9 Months | 6.24 |
Year-to-date | 6.16 |
1 Year | 10.27 |
3 Years | 13.14 |
5 Years | 15.90 |
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 | 19.98 | 15.80 | -42.60 | 3.15 | 63.09 | -37.78 | 66.54 | -30.38 | 41.49 | -42.60 | 66.54 | 11.03 | |||
2023 | -35.67 | -31.03 | 77.81 | -35.67 | 77.81 | 3.70 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 19.98 | 15.80 | -42.60 | 3.15 | 63.09 | -37.78 | 66.54 | -30.38 | 41.49 | -35.67 | -31.03 | 77.81 | -42.60 | 77.81 | 9.20 |
Max Pos Return (%) | 19.98 | 15.80 | -42.60 | 3.15 | 63.09 | -37.78 | 66.54 | -30.38 | 41.49 | -35.67 | -31.03 | 77.81 | -42.60 | 77.81 | 9.20 |
Max Neg Return (%) | 19.98 | 15.80 | -42.60 | 3.15 | 63.09 | -37.78 | 66.54 | -30.38 | 41.49 | -35.67 | -31.03 | 77.81 | -42.60 | 77.81 | 9.20 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 42 |