Volatility | KlickAnalytics

Volatility Analysis

22.06 -1.02(-4.42%)09/06/2024
Sumitomo Corporation (SSUMY)

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For the given dates, SSUMY current volatility is at 31.32%.

The 1-Month historical standard deviation is at 0.87.

Historical Standard Deviation

Period	Value
1 Week	0.61
20 Days	0.39
1 Month	0.87
3 Months	1.46
100 Days	1.48
6 Months	1.50
9 Months	1.70
Year-to-date	1.57
1 Year	2.10
3 Years	4.00
5 Years	4.07

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	1.79	2.31	42.50	17.05	-27.44	1.84	-23.10	10.59	73.96				-27.44	73.96	11.06
2023										-43.65	-12.39	31.45	-43.65	31.45	-8.20
Summary
Avg Returns (%)	1.79	2.31	42.50	17.05	-27.44	1.84	-23.10	10.59	73.96	-43.65	-12.39	31.45	-43.65	73.96	6.24
Max Pos Return (%)	1.79	2.31	42.50	17.05	-27.44	1.84	-23.10	10.59	73.96	-43.65	-12.39	31.45	-43.65	73.96	6.24
Max Neg Return (%)	1.79	2.31	42.50	17.05	-27.44	1.84	-23.10	10.59	73.96	-43.65	-12.39	31.45	-43.65	73.96	6.24
Pos Occurences (%)	100	100	100	100	0	100	0	100	100	0	0	100	0	100	67
Neg Occurences (%)	0	0	0	0	100	0	100	0	0	100	100	0	0	100	33