Volatility Analysis

-
Volatility: 
Days Factor: 
73.01 0.68(0.93%)09/13/2024
Nasdaq Inc (NDAQ)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, NDAQ current volatility is at 20.89%.
  • The 1-Month historical standard deviation is at 1.28.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.52
    20 Days0.92
    1 Month1.28
    3 Months 4.82
    100 Days 4.97
    6 Months 4.33
    9 Months 4.71
    Year-to-date4.69
    1 Year6.07
    3 Years5.92
    5 Years10.73
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-32.71-35.03200.44-46.5040.45-43.04252.12-83.53222.50   -83.53252.1252.74
    2023         81.00-79.85172.11-79.85172.1157.75
    Summary
    Avg Returns (%)-32.71-35.03200.44-46.5040.45-43.04252.12-83.53222.5081.00-79.85172.11-83.53252.1254.00
    Max Pos Return (%)-32.71-35.03200.44-46.5040.45-43.04252.12-83.53222.5081.00-79.85172.11-83.53252.1254.00
    Max Neg Return (%)-32.71-35.03200.44-46.5040.45-43.04252.12-83.53222.5081.00-79.85172.11-83.53252.1254.00
    Pos Occurences (%)001000100010001001000100010050
    Neg Occurences (%)100100010001000100001000010050