Volatility Analysis

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Volatility: 
Days Factor: 
137.63 1.01(0.74%)09/16/2024
Science Applications International Corp. (SAIC)
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  • For the given dates, SAIC current volatility is at 27.77%.
  • The 1-Month historical standard deviation is at 3.94.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.39
    20 Days3.35
    1 Month3.94
    3 Months 6.37
    100 Days 6.46
    6 Months 6.89
    9 Months 7.38
    Year-to-date7.52
    1 Year9.63
    3 Years17.05
    5 Years18.21
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202470.21-53.22462.81-70.770.18-22.8182.17-37.2199.09   -70.77462.8158.94
    2023          -45.1112.37-45.1112.37-16.37
    Summary
    Avg Returns (%)70.21-53.22462.81-70.770.18-22.8182.17-37.2199.09nan-45.1112.37-45.11462.81nan
    Max Pos Return (%)70.21-53.22462.81-70.770.18-22.8182.17-37.2199.090.00-45.1112.370.00462.8141.48
    Max Neg Return (%)70.21-53.22462.81-70.770.18-22.8182.17-37.2199.090.00-45.1112.370.00462.8141.48
    Pos Occurences (%)1000100010001000100nan01000100nan
    Neg Occurences (%)01000100010001000nan10000100nan