Volatility Analysis
91.10 4.16(4.78%)09/13/2024
Signet Jewelers Ltd (SIG)
For the given dates, SIG current volatility is at 65.91%.
The 1-Month historical standard deviation is at 4.04.
Signet Jewelers Ltd (SIG)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 6.49 |
| 20 Days | 4.38 |
| 1 Month | 4.04 |
| 3 Months | 5.45 |
| 100 Days | 8.33 |
| 6 Months | 9.81 |
| 9 Months | 9.49 |
| Year-to-date | 9.44 |
| 1 Year | 12.19 |
| 3 Years | 14.41 |
| 5 Years | 28.94 |
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 | 4.17 | 7.91 | 139.57 | -45.55 | -32.42 | 62.06 | -39.66 | -23.16 | 226.18 | -45.55 | 226.18 | 33.23 | |||
| 2023 | -35.52 | 87.97 | -39.55 | -39.55 | 87.97 | 4.30 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 4.17 | 7.91 | 139.57 | -45.55 | -32.42 | 62.06 | -39.66 | -23.16 | 226.18 | -35.52 | 87.97 | -39.55 | -45.55 | 226.18 | 26.00 |
| Max Pos Return (%) | 4.17 | 7.91 | 139.57 | -45.55 | -32.42 | 62.06 | -39.66 | -23.16 | 226.18 | -35.52 | 87.97 | -39.55 | -45.55 | 226.18 | 26.00 |
| Max Neg Return (%) | 4.17 | 7.91 | 139.57 | -45.55 | -32.42 | 62.06 | -39.66 | -23.16 | 226.18 | -35.52 | 87.97 | -39.55 | -45.55 | 226.18 | 26.00 |
| Pos Occurences (%) | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 50 |
| Neg Occurences (%) | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 50 |