Volatility Analysis
33.22 1.20(3.75%)09/13/2024
Standard Motor Products, Inc. (SMP)
For the given dates, SMP current volatility is at 26.38%.
The 1-Month historical standard deviation is at 0.84.
Standard Motor Products, Inc. (SMP)
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Historical Standard Deviation
Period | Value |
1 Week | 0.69 |
20 Days | 0.47 |
1 Month | 0.84 |
3 Months | 1.98 |
100 Days | 1.92 |
6 Months | 1.86 |
9 Months | 4.20 |
Year-to-date | 3.93 |
1 Year | 3.75 |
3 Years | 5.88 |
5 Years | 5.76 |
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 | 15.28 | 303.36 | -69.69 | -22.12 | 49.87 | -9.70 | -9.18 | -15.11 | 28.81 | -69.69 | 303.36 | 30.17 | |||
2023 | 71.29 | -44.01 | 1.70 | -44.01 | 71.29 | 9.66 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 15.28 | 303.36 | -69.69 | -22.12 | 49.87 | -9.70 | -9.18 | -15.11 | 28.81 | 71.29 | -44.01 | 1.70 | -69.69 | 303.36 | 25.04 |
Max Pos Return (%) | 15.28 | 303.36 | -69.69 | -22.12 | 49.87 | -9.70 | -9.18 | -15.11 | 28.81 | 71.29 | -44.01 | 1.70 | -69.69 | 303.36 | 25.04 |
Max Neg Return (%) | 15.28 | 303.36 | -69.69 | -22.12 | 49.87 | -9.70 | -9.18 | -15.11 | 28.81 | 71.29 | -44.01 | 1.70 | -69.69 | 303.36 | 25.04 |
Pos Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |