Volatility Analysis

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Volatility: 
Days Factor: 
181.26 6.77(3.88%)09/13/2024
Simpson Manufacturing Co., Inc. (SSD)
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  • For the given dates, SSD current volatility is at 34.11%.
  • The 1-Month historical standard deviation is at 4.63.



  • Historical Standard Deviation
    PeriodValue
    1 Week3.87
    20 Days5.24
    1 Month4.63
    3 Months 7.62
    100 Days 8.33
    6 Months 11.04
    9 Months 12.57
    Year-to-date12.51
    1 Year19.46
    3 Years35.46
    5 Years36.18
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202420.08-23.39-13.13140.46-59.0944.97-1.30-1.9317.52   -59.09140.4613.80
    2023          -46.4943.78-46.4943.78-1.36
    Summary
    Avg Returns (%)20.08-23.39-13.13140.46-59.0944.97-1.30-1.9317.52nan-46.4943.78-46.49140.46nan
    Max Pos Return (%)20.08-23.39-13.13140.46-59.0944.97-1.30-1.9317.520.00-46.4943.780.00140.4610.12
    Max Neg Return (%)20.08-23.39-13.13140.46-59.0944.97-1.30-1.9317.520.00-46.4943.780.00140.4610.12
    Pos Occurences (%)10000100010000100nan01000100nan
    Neg Occurences (%)0100100010001001000nan10000100nan