Volatility Analysis
22.06 -1.02(-4.42%)09/06/2024
Sumitomo Corporation (SSUMY)
For the given dates, SSUMY current volatility is at 31.32%.
The 1-Month historical standard deviation is at 0.87.
Sumitomo Corporation (SSUMY)
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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 |