Volatility Analysis

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Volatility: 
Days Factor: 
14.73 0.21(1.45%)09/06/2024
Seven & I Holdings Co., Ltd. (SVNDY)
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  • For the given dates, SVNDY current volatility is at 38.31%.
  • The 1-Month historical standard deviation is at 1.44.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.28
    20 Days0.51
    1 Month1.44
    3 Months 1.14
    100 Days 1.10
    6 Months 1.08
    9 Months 3.42
    Year-to-date3.27
    1 Year3.45
    3 Years3.43
    5 Years3.09
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-18.4351.64-37.57-7.39-35.9025.0412.75652.52-71.27   -71.27652.5263.49
    2023         32.2950.66-25.33-25.3350.6619.21
    Summary
    Avg Returns (%)-18.4351.64-37.57-7.39-35.9025.0412.75652.52-71.2732.2950.66-25.33-71.27652.5252.42
    Max Pos Return (%)-18.4351.64-37.57-7.39-35.9025.0412.75652.52-71.2732.2950.66-25.33-71.27652.5252.42
    Max Neg Return (%)-18.4351.64-37.57-7.39-35.9025.0412.75652.52-71.2732.2950.66-25.33-71.27652.5252.42
    Pos Occurences (%)010000010010010001001000010050
    Neg Occurences (%)100010010010000010000100010050