Volatility Analysis

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Volatility: 
Days Factor: 
10.05 0.37(3.82%)09/06/2024
SDA (SDA)
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  • For the given dates, SDA current volatility is at 55.37%.
  • The 1-Month historical standard deviation is at 0.72.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.78
    20 Days0.69
    1 Month0.72
    3 Months 2.27
    100 Days 2.27
    6 Months 6.01
    Year-to-date5.97
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-19.32-49.32126.2020.08-35.2211.8133.12-55.8669.67   -55.86126.2011.24
    2023         533.34-60.80-2.66-60.80533.34156.63
    Summary
    Avg Returns (%)-19.32-49.32126.2020.08-35.2211.8133.12-55.8669.67533.34-60.80-2.66-60.80533.3447.59
    Max Pos Return (%)-19.32-49.32126.2020.08-35.2211.8133.12-55.8669.67533.34-60.80-2.66-60.80533.3447.59
    Max Neg Return (%)-19.32-49.32126.2020.08-35.2211.8133.12-55.8669.67533.34-60.80-2.66-60.80533.3447.59
    Pos Occurences (%)001001000100100010010000010050
    Neg Occurences (%)100100001000010000100100010050