Volatility Analysis

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Volatility: 
Days Factor: 
63.06 0.97(1.56%)09/06/2024
Lamb Weston Holdings Inc (LW)
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  • For the given dates, LW current volatility is at 14.19%.
  • The 1-Month historical standard deviation is at 1.66.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.56
    20 Days0.56
    1 Month1.66
    3 Months 11.70
    100 Days 11.97
    6 Months 14.14
    9 Months 16.23
    Year-to-date16.12
    1 Year14.43
    3 Years18.56
    5 Years16.73
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-21.0510.84-21.9038.4633.43-7.15572.65-87.39-34.94   -87.39572.6553.66
    2023         -43.5258.3328.75-43.5258.3314.52
    Summary
    Avg Returns (%)-21.0510.84-21.9038.4633.43-7.15572.65-87.39-34.94-43.5258.3328.75-87.39572.6543.88
    Max Pos Return (%)-21.0510.84-21.9038.4633.43-7.15572.65-87.39-34.94-43.5258.3328.75-87.39572.6543.88
    Max Neg Return (%)-21.0510.84-21.9038.4633.43-7.15572.65-87.39-34.94-43.5258.3328.75-87.39572.6543.88
    Pos Occurences (%)010001001000100000100100010050
    Neg Occurences (%)100010000100010010010000010050