Volatility Analysis

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Volatility: 
Days Factor: 
1.45 0.00(0.00%)09/05/2024
San Miguel Corporation (SMGBF)
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  • For the given dates, SMGBF current volatility is at 0.00%.
  • The 1-Month historical standard deviation is at 0.13.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.05
    20 Days0.14
    1 Month0.13
    3 Months 0.16
    100 Days 0.15
    6 Months 0.10
    9 Months 0.09
    Year-to-date0.16
    1 Year0.08
    3 Years0.20
    5 Years0.49
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024554.384.2736.6729.600.04 27.91-100.00nan   -100.0069.11
    2023         nannaninf0.00
    Summary
    Avg Returns (%)554.384.2736.6729.600.04nan27.91-100.000.000.000.000.00-100.00554.38nan
    Max Pos Return (%)554.384.2736.6729.600.040.0027.91-100.000.0046.07
    Max Neg Return (%)554.384.2736.6729.600.040.0027.91-100.000.0046.07
    Pos Occurences (%)100100100100100nan100000000100nan
    Neg Occurences (%)00000nan01001001001001000100nan