Volatility | KlickAnalytics

Volatility Analysis

57.15 0.40(0.70%)09/13/2024
Sanofi (SNY)

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For the given dates, SNY current volatility is at 19.29%.

The 1-Month historical standard deviation is at 1.60.

Historical Standard Deviation

Period	Value
1 Week	0.64
20 Days	0.91
1 Month	1.60
3 Months	3.38
100 Days	3.37
6 Months	3.21
9 Months	2.91
Year-to-date	2.99
1 Year	3.20
3 Years	3.94
5 Years	4.14

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	-29.87	39.30	16.53	52.67	-18.83	31.48	-33.01	-59.10	102.82				-59.10	102.82	11.33
2023										485.00	-83.43	4.99	-83.43	485.00	135.52
Summary
Avg Returns (%)	-29.87	39.30	16.53	52.67	-18.83	31.48	-33.01	-59.10	102.82	485.00	-83.43	4.99	-83.43	485.00	42.38
Max Pos Return (%)	-29.87	39.30	16.53	52.67	-18.83	31.48	-33.01	-59.10	102.82	485.00	-83.43	4.99	-83.43	485.00	42.38
Max Neg Return (%)	-29.87	39.30	16.53	52.67	-18.83	31.48	-33.01	-59.10	102.82	485.00	-83.43	4.99	-83.43	485.00	42.38
Pos Occurences (%)	0	100	100	100	0	100	0	0	100	100	0	100	0	100	58
Neg Occurences (%)	100	0	0	0	100	0	100	100	0	0	100	0	0	100	42