Volatility Analysis
222.85 3.91(1.79%)09/13/2024
BTC iShares PHLX Semiconductor ETF (SOXX)
For the given dates, SOXX current volatility is at 55.38%.
The 1-Month historical standard deviation is at 9.17.
BTC iShares PHLX Semiconductor ETF (SOXX)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 7.62 |
| 20 Days | 8.60 |
| 1 Month | 9.17 |
| 3 Months | 17.74 |
| 100 Days | 17.20 |
| 6 Months | 15.45 |
| 9 Months | 171.76 |
| Year-to-date | 166.39 |
| 1 Year | 161.68 |
| 3 Years | 108.99 |
| 5 Years | 111.25 |
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 | 34.60 | -1.05 | -47.49 | 117.96 | -40.06 | 19.79 | 120.29 | -40.54 | 65.15 | -47.49 | 120.29 | 25.41 | |||
| 2023 | 19.39 | -43.92 | 65.85 | -43.92 | 65.85 | 13.77 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 34.60 | -1.05 | -47.49 | 117.96 | -40.06 | 19.79 | 120.29 | -40.54 | 65.15 | 19.39 | -43.92 | 65.85 | -47.49 | 120.29 | 22.50 |
| Max Pos Return (%) | 34.60 | -1.05 | -47.49 | 117.96 | -40.06 | 19.79 | 120.29 | -40.54 | 65.15 | 19.39 | -43.92 | 65.85 | -47.49 | 120.29 | 22.50 |
| Max Neg Return (%) | 34.60 | -1.05 | -47.49 | 117.96 | -40.06 | 19.79 | 120.29 | -40.54 | 65.15 | 19.39 | -43.92 | 65.85 | -47.49 | 120.29 | 22.50 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |