Volatility | KlickAnalytics

Volatility Analysis

106.67 -1.65(-1.52%)09/06/2024
Innospec Inc (IOSP)

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For the given dates, IOSP current volatility is at 24.18%.

The 1-Month historical standard deviation is at 3.45.

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