Volatility Analysis
10.05 0.37(3.82%)09/06/2024
SDA (SDA)
For the given dates, SDA current volatility is at 55.37%.
The 1-Month historical standard deviation is at 0.72.
SDA (SDA)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.78 |
20 Days | 0.69 |
1 Month | 0.72 |
3 Months | 2.27 |
100 Days | 2.27 |
6 Months | 6.01 |
Year-to-date | 5.97 |
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 | -19.32 | -49.32 | 126.20 | 20.08 | -35.22 | 11.81 | 33.12 | -55.86 | 69.67 | -55.86 | 126.20 | 11.24 | |||
2023 | 533.34 | -60.80 | -2.66 | -60.80 | 533.34 | 156.63 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -19.32 | -49.32 | 126.20 | 20.08 | -35.22 | 11.81 | 33.12 | -55.86 | 69.67 | 533.34 | -60.80 | -2.66 | -60.80 | 533.34 | 47.59 |
Max Pos Return (%) | -19.32 | -49.32 | 126.20 | 20.08 | -35.22 | 11.81 | 33.12 | -55.86 | 69.67 | 533.34 | -60.80 | -2.66 | -60.80 | 533.34 | 47.59 |
Max Neg Return (%) | -19.32 | -49.32 | 126.20 | 20.08 | -35.22 | 11.81 | 33.12 | -55.86 | 69.67 | 533.34 | -60.80 | -2.66 | -60.80 | 533.34 | 47.59 |
Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 50 |