Volatility Analysis
23.30 0.43(1.88%)07/03/2024
ArcelorMittal (MT)
For the given dates, MT current volatility is at 18.37%.
The 1-Month historical standard deviation is at 1.14.
ArcelorMittal (MT)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.20 |
| 20 Days | 0.45 |
| 1 Month | 1.14 |
| 3 Months | 1.34 |
| 100 Days | 1.41 |
| 6 Months | 1.35 |
| 9 Months | 1.85 |
| Year-to-date | 1.36 |
| 1 Year | 1.75 |
| 3 Years | 3.43 |
| 5 Years | 7.14 |
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 | -53.47 | 59.43 | -24.77 | 29.26 | 22.94 | -14.16 | -24.21 | -53.47 | 59.43 | -0.71 | |||||
| 2023 | -36.61 | 25.74 | 53.23 | -56.08 | 118.68 | -56.08 | 118.68 | 20.99 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -53.47 | 59.43 | -24.77 | 29.26 | 22.94 | -14.16 | -24.21 | -36.61 | 25.74 | 53.23 | -56.08 | 118.68 | -56.08 | 118.68 | 8.33 |
| Max Pos Return (%) | -53.47 | 59.43 | -24.77 | 29.26 | 22.94 | -14.16 | -24.21 | -36.61 | 25.74 | 53.23 | -56.08 | 118.68 | -56.08 | 118.68 | 8.33 |
| Max Neg Return (%) | -53.47 | 59.43 | -24.77 | 29.26 | 22.94 | -14.16 | -24.21 | -36.61 | 25.74 | 53.23 | -56.08 | 118.68 | -56.08 | 118.68 | 8.33 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |