Volatility | KlickAnalytics

Volatility Analysis

165.59 3.88(2.40%)09/13/2024
Owens Corning (OC)

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For the given dates, OC current volatility is at 33.40%.

The 1-Month historical standard deviation is at 4.35.

Historical Standard Deviation

Period	Value
1 Week	3.43
20 Days	4.78
1 Month	4.35
3 Months	8.52
100 Days	8.53
6 Months	7.69
9 Months	11.53
Year-to-date	11.26
1 Year	18.03
3 Years	32.67
5 Years	35.93

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	106.98	-45.89	36.93	21.04	-3.54	-12.37	21.58	11.10	9.39				-45.89	106.98	16.14
2023											-75.53	0.08	-75.53	0.08	-37.73
Summary
Avg Returns (%)	106.98	-45.89	36.93	21.04	-3.54	-12.37	21.58	11.10	9.39	nan	-75.53	0.08	-75.53	106.98	nan
Max Pos Return (%)	106.98	-45.89	36.93	21.04	-3.54	-12.37	21.58	11.10	9.39	0.00	-75.53	0.08	0.00	106.98	5.81
Max Neg Return (%)	106.98	-45.89	36.93	21.04	-3.54	-12.37	21.58	11.10	9.39	0.00	-75.53	0.08	0.00	106.98	5.81
Pos Occurences (%)	100	0	100	100	0	0	100	100	100	nan	0	100	0	100	nan
Neg Occurences (%)	0	100	0	0	100	100	0	0	0	nan	100	0	0	100	nan