Volatility Analysis
73.88 1.45(2.00%)09/13/2024
Stepan Co. (SCL)
For the given dates, SCL current volatility is at 21.97%.
The 1-Month historical standard deviation is at 2.31.
Stepan Co. (SCL)
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Historical Standard Deviation
Period | Value |
1 Week | 0.83 |
20 Days | 2.59 |
1 Month | 2.31 |
3 Months | 6.57 |
100 Days | 6.42 |
6 Months | 5.65 |
9 Months | 5.90 |
Year-to-date | 5.73 |
1 Year | 7.08 |
3 Years | 13.15 |
5 Years | 14.64 |
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 | 16.57 | 3.43 | -13.68 | -13.11 | 36.56 | -33.37 | 73.61 | -52.01 | 36.28 | -52.01 | 73.61 | 6.03 | |||
2023 | 58.25 | -74.16 | 142.91 | -74.16 | 142.91 | 42.33 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 16.57 | 3.43 | -13.68 | -13.11 | 36.56 | -33.37 | 73.61 | -52.01 | 36.28 | 58.25 | -74.16 | 142.91 | -74.16 | 142.91 | 15.11 |
Max Pos Return (%) | 16.57 | 3.43 | -13.68 | -13.11 | 36.56 | -33.37 | 73.61 | -52.01 | 36.28 | 58.25 | -74.16 | 142.91 | -74.16 | 142.91 | 15.11 |
Max Neg Return (%) | 16.57 | 3.43 | -13.68 | -13.11 | 36.56 | -33.37 | 73.61 | -52.01 | 36.28 | 58.25 | -74.16 | 142.91 | -74.16 | 142.91 | 15.11 |
Pos Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |