Volatility Analysis
295.00 2.00(0.68%)09/06/2024
MTU Aero Engines AG (MTUAF)
For the given dates, MTUAF current volatility is at 48.27%.
The 1-Month historical standard deviation is at 10.03.
MTU Aero Engines AG (MTUAF)
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Historical Standard Deviation
Period | Value |
1 Week | 2.97 |
20 Days | 6.59 |
1 Month | 10.03 |
3 Months | 18.89 |
100 Days | 19.37 |
6 Months | 20.73 |
9 Months | 24.47 |
Year-to-date | 21.93 |
1 Year | 33.79 |
3 Years | 31.74 |
5 Years | 38.59 |
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 | -16.59 | 25.69 | 13.71 | -4.34 | 47.08 | -10.18 | -20.15 | 15.79 | -7.41 | -20.15 | 47.08 | 4.84 | |||
2023 | 8.10 | -7.54 | -2.03 | -7.54 | 8.10 | -0.49 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -16.59 | 25.69 | 13.71 | -4.34 | 47.08 | -10.18 | -20.15 | 15.79 | -7.41 | 8.10 | -7.54 | -2.03 | -20.15 | 47.08 | 3.51 |
Max Pos Return (%) | -16.59 | 25.69 | 13.71 | -4.34 | 47.08 | -10.18 | -20.15 | 15.79 | -7.41 | 8.10 | -7.54 | -2.03 | -20.15 | 47.08 | 3.51 |
Max Neg Return (%) | -16.59 | 25.69 | 13.71 | -4.34 | 47.08 | -10.18 | -20.15 | 15.79 | -7.41 | 8.10 | -7.54 | -2.03 | -20.15 | 47.08 | 3.51 |
Pos Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 42 |
Neg Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 58 |