Volatility Analysis
157.29 -3.73(-2.32%)09/06/2024
Penske Automotive Group Inc (PAG)
For the given dates, PAG current volatility is at 23.71%.
The 1-Month historical standard deviation is at 3.60.
Penske Automotive Group Inc (PAG)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 4.98 |
| 20 Days | 3.71 |
| 1 Month | 3.60 |
| 3 Months | 8.43 |
| 100 Days | 8.27 |
| 6 Months | 6.67 |
| 9 Months | 6.18 |
| Year-to-date | 6.15 |
| 1 Year | 6.32 |
| 3 Years | 25.05 |
| 5 Years | 43.74 |
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 | 49.64 | -21.38 | -14.17 | -13.82 | 40.91 | -20.91 | 70.41 | -48.60 | 37.72 | -48.60 | 70.41 | 8.87 | |||
| 2023 | -0.99 | 32.42 | -29.27 | -29.27 | 32.42 | 0.72 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 49.64 | -21.38 | -14.17 | -13.82 | 40.91 | -20.91 | 70.41 | -48.60 | 37.72 | -0.99 | 32.42 | -29.27 | -48.60 | 70.41 | 6.83 |
| Max Pos Return (%) | 49.64 | -21.38 | -14.17 | -13.82 | 40.91 | -20.91 | 70.41 | -48.60 | 37.72 | -0.99 | 32.42 | -29.27 | -48.60 | 70.41 | 6.83 |
| Max Neg Return (%) | 49.64 | -21.38 | -14.17 | -13.82 | 40.91 | -20.91 | 70.41 | -48.60 | 37.72 | -0.99 | 32.42 | -29.27 | -48.60 | 70.41 | 6.83 |
| Pos Occurences (%) | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 42 |
| Neg Occurences (%) | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 58 |