Volatility | KlickAnalytics

Volatility Analysis

41.10 0.73(1.81%)07/03/2024
ST Microelectronics (STM)

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For the given dates, STM current volatility is at 36.08%.

The 1-Month historical standard deviation is at 2.08.

Historical Standard Deviation

Period	Value
1 Week	0.80
20 Days	1.64
1 Month	2.08
3 Months	1.60
100 Days	1.61
6 Months	2.33
9 Months	3.01
Year-to-date	2.37
1 Year	3.57
3 Years	5.37
5 Years	9.16

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	29.38	0.99	-12.12	68.79	-21.81	4.01	3.02						-21.81	68.79	10.32
2023								-20.85	-37.11	106.19	-42.61	11.93	-42.61	106.19	3.51
Summary
Avg Returns (%)	29.38	0.99	-12.12	68.79	-21.81	4.01	3.02	-20.85	-37.11	106.19	-42.61	11.93	-42.61	106.19	7.48
Max Pos Return (%)	29.38	0.99	-12.12	68.79	-21.81	4.01	3.02	-20.85	-37.11	106.19	-42.61	11.93	-42.61	106.19	7.48
Max Neg Return (%)	29.38	0.99	-12.12	68.79	-21.81	4.01	3.02	-20.85	-37.11	106.19	-42.61	11.93	-42.61	106.19	7.48
Pos Occurences (%)	100	100	0	100	0	100	100	0	0	100	0	100	0	100	58
Neg Occurences (%)	0	0	100	0	100	0	0	100	100	0	100	0	0	100	42