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)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
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 |