Volatility Analysis

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Volatility: 
Days Factor: 
270.88 -1.21(-0.44%)09/06/2024
Snap-on, Inc. (SNA)
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  • For the given dates, SNA current volatility is at 19.61%.
  • The 1-Month historical standard deviation is at 4.68.



  • Historical Standard Deviation
    PeriodValue
    1 Week5.45
    20 Days4.02
    1 Month4.68
    3 Months 7.92
    100 Days 7.64
    6 Months 10.53
    9 Months 10.28
    Year-to-date10.43
    1 Year12.03
    3 Years30.04
    5 Years51.12
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20241.01-6.2414.34238.67-58.2610.408.77-34.6734.48   -58.26238.6723.17
    2023         71.61-54.5210.58-54.5271.619.22
    Summary
    Avg Returns (%)1.01-6.2414.34238.67-58.2610.408.77-34.6734.4871.61-54.5210.58-58.26238.6719.68
    Max Pos Return (%)1.01-6.2414.34238.67-58.2610.408.77-34.6734.4871.61-54.5210.58-58.26238.6719.68
    Max Neg Return (%)1.01-6.2414.34238.67-58.2610.408.77-34.6734.4871.61-54.5210.58-58.26238.6719.68
    Pos Occurences (%)1000100100010010001001000100010067
    Neg Occurences (%)01000010000100001000010033