Volatility Analysis

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Volatility: 
Days Factor: 
53.55 0.80(1.52%)09/13/2024
New York Times Co. (NYT)
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  • For the given dates, NYT current volatility is at 19.20%.
  • The 1-Month historical standard deviation is at 0.92.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.39
    20 Days1.03
    1 Month0.92
    3 Months 1.62
    100 Days 1.69
    6 Months 4.38
    9 Months 4.12
    Year-to-date4.22
    1 Year4.36
    3 Years7.11
    5 Years7.13
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-34.760.33-7.8630.47-32.9825.59111.93-49.8528.03   -49.85111.937.88
    2023         42.95-50.0973.53-50.0973.5322.13
    Summary
    Avg Returns (%)-34.760.33-7.8630.47-32.9825.59111.93-49.8528.0342.95-50.0973.53-50.09111.9311.44
    Max Pos Return (%)-34.760.33-7.8630.47-32.9825.59111.93-49.8528.0342.95-50.0973.53-50.09111.9311.44
    Max Neg Return (%)-34.760.33-7.8630.47-32.9825.59111.93-49.8528.0342.95-50.0973.53-50.09111.9311.44
    Pos Occurences (%)01000100010010001001000100010058
    Neg Occurences (%)1000100010000100001000010042