Volatility Analysis

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Volatility: 
Days Factor: 
213.10 -0.60(-0.28%)07/03/2024
Lowe`s Cos., Inc. (LOW)
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  • For the given dates, LOW current volatility is at 29.10%.
  • The 1-Month historical standard deviation is at 5.17.



  • Historical Standard Deviation
    PeriodValue
    1 Week3.46
    20 Days5.93
    1 Month5.17
    3 Months 7.91
    100 Days 10.26
    6 Months 11.71
    9 Months 17.03
    Year-to-date11.69
    1 Year15.27
    3 Years19.00
    5 Years44.99
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202485.94-21.7475.38-51.0271.0438.492.72     -51.0285.9428.69
    2023       243.05-36.0739.42-15.33-45.76-45.76243.0537.06
    Summary
    Avg Returns (%)85.94-21.7475.38-51.0271.0438.492.72243.05-36.0739.42-15.33-45.76-51.02243.0532.18
    Max Pos Return (%)85.94-21.7475.38-51.0271.0438.492.72243.05-36.0739.42-15.33-45.76-51.02243.0532.18
    Max Neg Return (%)85.94-21.7475.38-51.0271.0438.492.72243.05-36.0739.42-15.33-45.76-51.02243.0532.18
    Pos Occurences (%)10001000100100100100010000010058
    Neg Occurences (%)0100010000001000100100010042