Volatility Analysis

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Volatility: 
Days Factor: 
33.22 1.20(3.75%)09/13/2024
Standard Motor Products, Inc. (SMP)
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  • For the given dates, SMP current volatility is at 26.38%.
  • The 1-Month historical standard deviation is at 0.84.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.69
    20 Days0.47
    1 Month0.84
    3 Months 1.98
    100 Days 1.92
    6 Months 1.86
    9 Months 4.20
    Year-to-date3.93
    1 Year3.75
    3 Years5.88
    5 Years5.76
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202415.28303.36-69.69-22.1249.87-9.70-9.18-15.1128.81   -69.69303.3630.17
    2023         71.29-44.011.70-44.0171.299.66
    Summary
    Avg Returns (%)15.28303.36-69.69-22.1249.87-9.70-9.18-15.1128.8171.29-44.011.70-69.69303.3625.04
    Max Pos Return (%)15.28303.36-69.69-22.1249.87-9.70-9.18-15.1128.8171.29-44.011.70-69.69303.3625.04
    Max Neg Return (%)15.28303.36-69.69-22.1249.87-9.70-9.18-15.1128.8171.29-44.011.70-69.69303.3625.04
    Pos Occurences (%)100100001000001001000100010050
    Neg Occurences (%)001001000100100100001000010050