Volatility Analysis
73.01 0.68(0.93%)09/13/2024
Nasdaq Inc (NDAQ)
For the given dates, NDAQ current volatility is at 20.89%.
The 1-Month historical standard deviation is at 1.28.
Nasdaq Inc (NDAQ)
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Historical Standard Deviation
Period | Value |
1 Week | 0.52 |
20 Days | 0.92 |
1 Month | 1.28 |
3 Months | 4.82 |
100 Days | 4.97 |
6 Months | 4.33 |
9 Months | 4.71 |
Year-to-date | 4.69 |
1 Year | 6.07 |
3 Years | 5.92 |
5 Years | 10.73 |
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 | -32.71 | -35.03 | 200.44 | -46.50 | 40.45 | -43.04 | 252.12 | -83.53 | 222.50 | -83.53 | 252.12 | 52.74 | |||
2023 | 81.00 | -79.85 | 172.11 | -79.85 | 172.11 | 57.75 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -32.71 | -35.03 | 200.44 | -46.50 | 40.45 | -43.04 | 252.12 | -83.53 | 222.50 | 81.00 | -79.85 | 172.11 | -83.53 | 252.12 | 54.00 |
Max Pos Return (%) | -32.71 | -35.03 | 200.44 | -46.50 | 40.45 | -43.04 | 252.12 | -83.53 | 222.50 | 81.00 | -79.85 | 172.11 | -83.53 | 252.12 | 54.00 |
Max Neg Return (%) | -32.71 | -35.03 | 200.44 | -46.50 | 40.45 | -43.04 | 252.12 | -83.53 | 222.50 | 81.00 | -79.85 | 172.11 | -83.53 | 252.12 | 54.00 |
Pos Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |