Volatility Analysis
83.29 0.71(0.86%)09/13/2024
State Street Corp. (STT)
For the given dates, STT current volatility is at 16.28%.
The 1-Month historical standard deviation is at 2.32.
State Street Corp. (STT)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.44 |
| 20 Days | 1.44 |
| 1 Month | 2.32 |
| 3 Months | 4.98 |
| 100 Days | 5.09 |
| 6 Months | 4.44 |
| 9 Months | 4.04 |
| Year-to-date | 4.16 |
| 1 Year | 5.29 |
| 3 Years | 9.13 |
| 5 Years | 10.80 |
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 | 8.42 | -1.88 | -15.23 | 7.13 | 21.52 | -37.08 | 30.03 | 2.03 | 1.96 | -37.08 | 30.03 | 1.88 | |||
| 2023 | 146.13 | -40.95 | -6.47 | -40.95 | 146.13 | 32.90 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 8.42 | -1.88 | -15.23 | 7.13 | 21.52 | -37.08 | 30.03 | 2.03 | 1.96 | 146.13 | -40.95 | -6.47 | -40.95 | 146.13 | 9.63 |
| Max Pos Return (%) | 8.42 | -1.88 | -15.23 | 7.13 | 21.52 | -37.08 | 30.03 | 2.03 | 1.96 | 146.13 | -40.95 | -6.47 | -40.95 | 146.13 | 9.63 |
| Max Neg Return (%) | 8.42 | -1.88 | -15.23 | 7.13 | 21.52 | -37.08 | 30.03 | 2.03 | 1.96 | 146.13 | -40.95 | -6.47 | -40.95 | 146.13 | 9.63 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 58 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 42 |