Volatility Analysis
102.74 -2.40(-2.28%)09/06/2024
Itochu Corporation (ITOCY)
For the given dates, ITOCY current volatility is at 32.10%.
The 1-Month historical standard deviation is at 5.58.
Itochu Corporation (ITOCY)
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Historical Standard Deviation
Period | Value |
1 Week | 1.29 |
20 Days | 3.07 |
1 Month | 5.58 |
3 Months | 4.78 |
100 Days | 4.68 |
6 Months | 5.60 |
9 Months | 6.24 |
Year-to-date | 5.57 |
1 Year | 8.80 |
3 Years | 13.91 |
5 Years | 15.40 |
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 | 21.50 | -4.81 | 20.99 | -5.20 | 64.06 | 8.23 | -10.37 | 12.03 | 17.42 | -10.37 | 64.06 | 13.76 | |||
2023 | 5.76 | 26.65 | -54.30 | -54.30 | 26.65 | -7.30 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 21.50 | -4.81 | 20.99 | -5.20 | 64.06 | 8.23 | -10.37 | 12.03 | 17.42 | 5.76 | 26.65 | -54.30 | -54.30 | 64.06 | 8.50 |
Max Pos Return (%) | 21.50 | -4.81 | 20.99 | -5.20 | 64.06 | 8.23 | -10.37 | 12.03 | 17.42 | 5.76 | 26.65 | -54.30 | -54.30 | 64.06 | 8.50 |
Max Neg Return (%) | 21.50 | -4.81 | 20.99 | -5.20 | 64.06 | 8.23 | -10.37 | 12.03 | 17.42 | 5.76 | 26.65 | -54.30 | -54.30 | 64.06 | 8.50 |
Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 0 | 100 | 67 |
Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | 33 |