Volatility Analysis

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Volatility: 
Days Factor: 
83.51 -0.87(-1.03%)09/06/2024
Oxford Industries, Inc. (OXM)
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  • For the given dates, OXM current volatility is at 26.00%.
  • The 1-Month historical standard deviation is at 3.35.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.63
    20 Days1.42
    1 Month3.35
    3 Months 6.68
    100 Days 7.23
    6 Months 7.46
    9 Months 6.49
    Year-to-date6.70
    1 Year6.99
    3 Years8.94
    5 Years21.94
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202434.98-33.3296.77-17.93-15.2825.567.269.82-27.54   -33.3296.778.92
    2023         -24.0129.64-21.27-24.0129.64-5.21
    Summary
    Avg Returns (%)34.98-33.3296.77-17.93-15.2825.567.269.82-27.54-24.0129.64-21.27-33.3296.775.39
    Max Pos Return (%)34.98-33.3296.77-17.93-15.2825.567.269.82-27.54-24.0129.64-21.27-33.3296.775.39
    Max Neg Return (%)34.98-33.3296.77-17.93-15.2825.567.269.82-27.54-24.0129.64-21.27-33.3296.775.39
    Pos Occurences (%)100010000100100100001000010050
    Neg Occurences (%)010001001000001001000100010050