Volatility Analysis
177.43 0.18(0.10%)09/13/2024
Pepsico Inc. (PEP)
For the given dates, PEP current volatility is at 15.76%.
The 1-Month historical standard deviation is at 2.19.
Pepsico Inc. (PEP)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.75 |
| 20 Days | 2.15 |
| 1 Month | 2.19 |
| 3 Months | 5.06 |
| 100 Days | 5.00 |
| 6 Months | 5.08 |
| 9 Months | 4.82 |
| Year-to-date | 4.93 |
| 1 Year | 5.20 |
| 3 Years | 9.22 |
| 5 Years | 21.60 |
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 | 18.29 | -11.64 | 58.95 | 38.24 | -32.70 | -45.73 | 42.99 | -25.48 | 53.95 | -45.73 | 58.95 | 10.76 | |||
| 2023 | 40.31 | -33.00 | 17.91 | -33.00 | 40.31 | 8.41 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 18.29 | -11.64 | 58.95 | 38.24 | -32.70 | -45.73 | 42.99 | -25.48 | 53.95 | 40.31 | -33.00 | 17.91 | -45.73 | 58.95 | 10.17 |
| Max Pos Return (%) | 18.29 | -11.64 | 58.95 | 38.24 | -32.70 | -45.73 | 42.99 | -25.48 | 53.95 | 40.31 | -33.00 | 17.91 | -45.73 | 58.95 | 10.17 |
| Max Neg Return (%) | 18.29 | -11.64 | 58.95 | 38.24 | -32.70 | -45.73 | 42.99 | -25.48 | 53.95 | 40.31 | -33.00 | 17.91 | -45.73 | 58.95 | 10.17 |
| Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
| Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |