Volatility Analysis
493.53 1.42(0.29%)09/13/2024
Mastercard Incorporated (MA)
For the given dates, MA current volatility is at 13.32%.
The 1-Month historical standard deviation is at 9.97.
Mastercard Incorporated (MA)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 6.08 |
| 20 Days | 7.43 |
| 1 Month | 9.97 |
| 3 Months | 16.34 |
| 100 Days | 15.87 |
| 6 Months | 14.99 |
| 9 Months | 18.10 |
| Year-to-date | 16.62 |
| 1 Year | 29.87 |
| 3 Years | 50.25 |
| 5 Years | 55.78 |
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 | -24.27 | 194.71 | -46.57 | -7.11 | -17.02 | 26.99 | 97.67 | -50.65 | 1.63 | -50.65 | 194.71 | 19.49 | |||
| 2023 | -72.48 | 24.36 | -72.48 | 24.36 | -24.06 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -24.27 | 194.71 | -46.57 | -7.11 | -17.02 | 26.99 | 97.67 | -50.65 | 1.63 | nan | -72.48 | 24.36 | -72.48 | 194.71 | nan |
| Max Pos Return (%) | -24.27 | 194.71 | -46.57 | -7.11 | -17.02 | 26.99 | 97.67 | -50.65 | 1.63 | 0.00 | -72.48 | 24.36 | 0.00 | 194.71 | 10.61 |
| Max Neg Return (%) | -24.27 | 194.71 | -46.57 | -7.11 | -17.02 | 26.99 | 97.67 | -50.65 | 1.63 | 0.00 | -72.48 | 24.36 | 0.00 | 194.71 | 10.61 |
| Pos Occurences (%) | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |