Volatility Analysis

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Volatility: 
Days Factor: 
10.70 -0.20(-1.83%)09/06/2024
SAAB AB (SAABY)
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  • For the given dates, SAABY current volatility is at 36.29%.
  • The 1-Month historical standard deviation is at 0.43.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.41
    20 Days0.39
    1 Month0.43
    3 Months 0.56
    100 Days 0.56
    6 Months 15.61
    9 Months 15.36
    5 Years9.97
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024  -53.0741.441,500.12-91.851.90-58.7764.36   -91.8564.36-13.57
    Summary
    Avg Returns (%)nannan-53.0741.441.00-91.851.90-58.7764.36nannannannannannan
    Max Pos Return (%)0.000.00-53.0741.441.00-91.851.90-58.7764.360.000.000.000.0064.36-7.92
    Max Neg Return (%)0.000.00-53.0741.441.00-91.851.90-58.7764.360.000.000.000.0064.36-7.92
    Pos Occurences (%)nannan010010001000100nannannannannannan
    Neg Occurences (%)nannan1000010001000nannannannannannan