Volatility Analysis
39.96 0.16(0.40%)09/13/2024
Schlumberger Ltd. (SLB)
For the given dates, SLB current volatility is at 21.69%.
The 1-Month historical standard deviation is at 2.11.
Schlumberger Ltd. (SLB)
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Historical Standard Deviation
Period | Value |
1 Week | 0.44 |
20 Days | 2.15 |
1 Month | 2.11 |
3 Months | 2.61 |
100 Days | 2.51 |
6 Months | 3.92 |
9 Months | 3.60 |
Year-to-date | 3.55 |
1 Year | 4.89 |
3 Years | 8.52 |
5 Years | 12.99 |
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 | 209.80 | -72.27 | 9.34 | 39.04 | 10.07 | 35.66 | -28.57 | 27.65 | -18.45 | -72.27 | 209.80 | 23.59 | |||
2023 | -25.85 | -12.20 | -25.85 | -12.20 | -19.03 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 209.80 | -72.27 | 9.34 | 39.04 | 10.07 | 35.66 | -28.57 | 27.65 | -18.45 | nan | -25.85 | -12.20 | -25.85 | 209.80 | nan |
Max Pos Return (%) | 209.80 | -72.27 | 9.34 | 39.04 | 10.07 | 35.66 | -28.57 | 27.65 | -18.45 | 0.00 | -25.85 | -12.20 | 0.00 | 209.80 | 14.52 |
Max Neg Return (%) | 209.80 | -72.27 | 9.34 | 39.04 | 10.07 | 35.66 | -28.57 | 27.65 | -18.45 | 0.00 | -25.85 | -12.20 | 0.00 | 209.80 | 14.52 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | nan | 100 | 100 | 100 | 100 | nan |