Volatility Analysis

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Volatility: 
Days Factor: 
132.10 -3.91(-2.87%)09/06/2024
Ryder System, Inc. (R)
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  • For the given dates, R current volatility is at 35.10%.
  • The 1-Month historical standard deviation is at 3.71.



  • Historical Standard Deviation
    PeriodValue
    1 Week4.81
    20 Days3.13
    1 Month3.71
    3 Months 7.72
    100 Days 7.91
    6 Months 8.65
    9 Months 9.15
    Year-to-date9.04
    1 Year11.45
    3 Years18.99
    5 Years27.32
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20247.6426.08-16.55206.56-64.04-4.4535.52-18.7757.07   -64.04206.5625.45
    2023         97.03-66.3832.35-66.3897.0321.00
    Summary
    Avg Returns (%)7.6426.08-16.55206.56-64.04-4.4535.52-18.7757.0797.03-66.3832.35-66.38206.5624.34
    Max Pos Return (%)7.6426.08-16.55206.56-64.04-4.4535.52-18.7757.0797.03-66.3832.35-66.38206.5624.34
    Max Neg Return (%)7.6426.08-16.55206.56-64.04-4.4535.52-18.7757.0797.03-66.3832.35-66.38206.5624.34
    Pos Occurences (%)10010001000010001001000100010058
    Neg Occurences (%)0010001001000100001000010042