Volatility Analysis
181.26 6.77(3.88%)09/13/2024
Simpson Manufacturing Co., Inc. (SSD)
For the given dates, SSD current volatility is at 34.11%.
The 1-Month historical standard deviation is at 4.63.
Simpson Manufacturing Co., Inc. (SSD)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 3.87 |
20 Days | 5.24 |
1 Month | 4.63 |
3 Months | 7.62 |
100 Days | 8.33 |
6 Months | 11.04 |
9 Months | 12.57 |
Year-to-date | 12.51 |
1 Year | 19.46 |
3 Years | 35.46 |
5 Years | 36.18 |
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 | 20.08 | -23.39 | -13.13 | 140.46 | -59.09 | 44.97 | -1.30 | -1.93 | 17.52 | -59.09 | 140.46 | 13.80 | |||
2023 | -46.49 | 43.78 | -46.49 | 43.78 | -1.36 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 20.08 | -23.39 | -13.13 | 140.46 | -59.09 | 44.97 | -1.30 | -1.93 | 17.52 | nan | -46.49 | 43.78 | -46.49 | 140.46 | nan |
Max Pos Return (%) | 20.08 | -23.39 | -13.13 | 140.46 | -59.09 | 44.97 | -1.30 | -1.93 | 17.52 | 0.00 | -46.49 | 43.78 | 0.00 | 140.46 | 10.12 |
Max Neg Return (%) | 20.08 | -23.39 | -13.13 | 140.46 | -59.09 | 44.97 | -1.30 | -1.93 | 17.52 | 0.00 | -46.49 | 43.78 | 0.00 | 140.46 | 10.12 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |