Volatility Analysis

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Volatility: 
Days Factor: 
18.22 0.09(0.50%)10/04/2024
Nomad Foods Limited (NOMD)
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  • For the given dates, NOMD current volatility is at 26.13%.
  • The 1-Month historical standard deviation is at 0.46.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.46
    20 Days0.54
    1 Month0.46
    3 Months 0.79
    100 Days 0.93
    6 Months 0.85
    9 Months 0.88
    Year-to-date0.88
    1 Year1.51
    3 Years3.23
    5 Years4.14
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-1.71-17.2319.42-21.4427.93-24.3474.43-34.2437.246.48  -34.2474.436.65
    2023          -21.0020.34-21.0020.34-0.33
    Summary
    Avg Returns (%)-1.71-17.2319.42-21.4427.93-24.3474.43-34.2437.246.48-21.0020.34-34.2474.435.49
    Max Pos Return (%)-1.71-17.2319.42-21.4427.93-24.3474.43-34.2437.246.48-21.0020.34-34.2474.435.49
    Max Neg Return (%)-1.71-17.2319.42-21.4427.93-24.3474.43-34.2437.246.48-21.0020.34-34.2474.435.49
    Pos Occurences (%)001000100010001001000100010050
    Neg Occurences (%)100100010001000100001000010050