Volatility Analysis

-
Volatility: 
Days Factor: 
39.96 0.16(0.40%)09/13/2024
Schlumberger Ltd. (SLB)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, SLB current volatility is at 21.69%.
  • The 1-Month historical standard deviation is at 2.11.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.44
    20 Days2.15
    1 Month2.11
    3 Months 2.61
    100 Days 2.51
    6 Months 3.92
    9 Months 3.60
    Year-to-date3.55
    1 Year4.89
    3 Years8.52
    5 Years12.99
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024209.80-72.279.3439.0410.0735.66-28.5727.65-18.45   -72.27209.8023.59
    2023          -25.85-12.20-25.85-12.20-19.03
    Summary
    Avg Returns (%)209.80-72.279.3439.0410.0735.66-28.5727.65-18.45nan-25.85-12.20-25.85209.80nan
    Max Pos Return (%)209.80-72.279.3439.0410.0735.66-28.5727.65-18.450.00-25.85-12.200.00209.8014.52
    Max Neg Return (%)209.80-72.279.3439.0410.0735.66-28.5727.65-18.450.00-25.85-12.200.00209.8014.52
    Pos Occurences (%)100010010010010001000nan000100nan
    Neg Occurences (%)010000001000100nan100100100100nan