Volatility Analysis

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Volatility: 
Days Factor: 
38.94 1.29(3.42%)10/04/2024
Janus Henderson Group plc (JHG)
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  • For the given dates, JHG current volatility is at 21.09%.
  • The 1-Month historical standard deviation is at 1.12.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.48
    20 Days0.49
    1 Month1.12
    3 Months 1.32
    100 Days 1.44
    6 Months 2.13
    9 Months 2.64
    Year-to-date2.66
    1 Year4.11
    3 Years5.67
    5 Years7.02
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202456.70-3.71-0.48-8.165.45-44.7892.19-21.727.2326.14  -44.7892.1910.89
    2023          -50.7111.67-50.7111.67-19.52
    Summary
    Avg Returns (%)56.70-3.71-0.48-8.165.45-44.7892.19-21.727.2326.14-50.7111.67-50.7192.195.82
    Max Pos Return (%)56.70-3.71-0.48-8.165.45-44.7892.19-21.727.2326.14-50.7111.67-50.7192.195.82
    Max Neg Return (%)56.70-3.71-0.48-8.165.45-44.7892.19-21.727.2326.14-50.7111.67-50.7192.195.82
    Pos Occurences (%)100000100010001001000100010050
    Neg Occurences (%)010010010001000100001000010050