Volatility Analysis
239.59 -10.41(-4.16%)09/06/2024
Schneider Electric SE (SBGSF)
For the given dates, SBGSF current volatility is at 33.39%.
The 1-Month historical standard deviation is at 10.74.
Schneider Electric SE (SBGSF)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 6.12 |
| 20 Days | 4.62 |
| 1 Month | 10.74 |
| 3 Months | 9.57 |
| 100 Days | 9.30 |
| 6 Months | 10.89 |
| 9 Months | 20.62 |
| Year-to-date | 18.84 |
| 1 Year | 32.18 |
| 3 Years | 36.50 |
| 5 Years | 42.87 |
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 | 114.53 | 31.57 | -21.29 | 78.90 | 12.26 | 24.94 | 14.06 | -66.97 | 72.29 | -66.97 | 114.53 | 28.92 | |||
| 2023 | 7.79 | -23.81 | -52.55 | -52.55 | 7.79 | -22.86 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 114.53 | 31.57 | -21.29 | 78.90 | 12.26 | 24.94 | 14.06 | -66.97 | 72.29 | 7.79 | -23.81 | -52.55 | -66.97 | 114.53 | 15.98 |
| Max Pos Return (%) | 114.53 | 31.57 | -21.29 | 78.90 | 12.26 | 24.94 | 14.06 | -66.97 | 72.29 | 7.79 | -23.81 | -52.55 | -66.97 | 114.53 | 15.98 |
| Max Neg Return (%) | 114.53 | 31.57 | -21.29 | 78.90 | 12.26 | 24.94 | 14.06 | -66.97 | 72.29 | 7.79 | -23.81 | -52.55 | -66.97 | 114.53 | 15.98 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 67 |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 33 |