Volatility Analysis
38.94 1.29(3.42%)10/04/2024
Janus Henderson Group plc (JHG)
For the given dates, JHG current volatility is at 21.09%.
The 1-Month historical standard deviation is at 1.12.
Janus Henderson Group plc (JHG)
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Historical Standard Deviation
Period | Value |
1 Week | 0.48 |
20 Days | 0.49 |
1 Month | 1.12 |
3 Months | 1.32 |
100 Days | 1.44 |
6 Months | 2.13 |
9 Months | 2.64 |
Year-to-date | 2.66 |
1 Year | 4.11 |
3 Years | 5.67 |
5 Years | 7.02 |
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 | 56.70 | -3.71 | -0.48 | -8.16 | 5.45 | -44.78 | 92.19 | -21.72 | 7.23 | 26.14 | -44.78 | 92.19 | 10.89 | ||
2023 | -50.71 | 11.67 | -50.71 | 11.67 | -19.52 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 56.70 | -3.71 | -0.48 | -8.16 | 5.45 | -44.78 | 92.19 | -21.72 | 7.23 | 26.14 | -50.71 | 11.67 | -50.71 | 92.19 | 5.82 |
Max Pos Return (%) | 56.70 | -3.71 | -0.48 | -8.16 | 5.45 | -44.78 | 92.19 | -21.72 | 7.23 | 26.14 | -50.71 | 11.67 | -50.71 | 92.19 | 5.82 |
Max Neg Return (%) | 56.70 | -3.71 | -0.48 | -8.16 | 5.45 | -44.78 | 92.19 | -21.72 | 7.23 | 26.14 | -50.71 | 11.67 | -50.71 | 92.19 | 5.82 |
Pos Occurences (%) | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |