Volatility Analysis

-
Volatility: 
Days Factor: 
2.73 0.12(4.63%)09/13/2024
SHC Corp (SONM)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, SONM current volatility is at 48.53%.
  • The 1-Month historical standard deviation is at 0.29.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.08
    20 Days0.07
    1 Month0.29
    3 Months 1.08
    100 Days 1.12
    6 Months 1.07
    9 Months 0.93
    Year-to-date0.96
    1 Year0.81
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202448.2491.32-33.9115.34129.4024.35716.26-92.91-33.91   -92.91716.2696.02
    2023          -13.11-57.92-57.92-13.11-35.52
    Summary
    Avg Returns (%)48.2491.32-33.9115.34129.4024.35716.26-92.91-33.91nan-13.11-57.92-57.92716.26nan
    Max Pos Return (%)48.2491.32-33.9115.34129.4024.35716.26-92.91-33.910.00-13.11-57.920.00716.2666.10
    Max Neg Return (%)48.2491.32-33.9115.34129.4024.35716.26-92.91-33.910.00-13.11-57.920.00716.2666.10
    Pos Occurences (%)100100010010010010000nan000100nan
    Neg Occurences (%)001000000100100nan100100100100nan