Volatility Analysis
44.42 1.54(3.59%)09/13/2024
Jack In The Box, Inc. (JACK)
For the given dates, JACK current volatility is at 45.07%.
The 1-Month historical standard deviation is at 4.14.
Jack In The Box, Inc. (JACK)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 1.44 |
| 20 Days | 3.21 |
| 1 Month | 4.14 |
| 3 Months | 4.04 |
| 100 Days | 4.09 |
| 6 Months | 6.63 |
| Year-to-date | 11.09 |
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 | 9.66 | -1.44 | -23.78 | 71.13 | -20.44 | 6.70 | 9.79 | 11.07 | -23.78 | 71.13 | 7.84 | ||||
| Summary | |||||||||||||||
| Avg Returns (%) | nan | 9.66 | -1.44 | -23.78 | 71.13 | -20.44 | 6.70 | 9.79 | 11.07 | nan | nan | nan | nan | nan | nan |
| Max Pos Return (%) | 0.00 | 9.66 | -1.44 | -23.78 | 71.13 | -20.44 | 6.70 | 9.79 | 11.07 | 0.00 | 0.00 | 0.00 | 0.00 | 71.13 | 5.22 |
| Max Neg Return (%) | 0.00 | 9.66 | -1.44 | -23.78 | 71.13 | -20.44 | 6.70 | 9.79 | 11.07 | 0.00 | 0.00 | 0.00 | 0.00 | 71.13 | 5.22 |
| Pos Occurences (%) | nan | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | nan | nan | nan | nan | nan | nan |
| Neg Occurences (%) | nan | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | nan | nan | nan | nan | nan | nan |