Volatility Analysis
7.09 0.07(0.93%)06/28/2024
Transalta Corp. (TAC)
For the given dates, TAC current volatility is at 16.80%.
The 1-Month historical standard deviation is at 0.11.
Transalta Corp. (TAC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.10 |
| 1 Month | 0.11 |
| 3 Months | 0.38 |
| 100 Days | 0.39 |
| 6 Months | 0.50 |
| 9 Months | 0.69 |
| Year-to-date | 0.47 |
| 1 Year | 1.20 |
| 3 Years | 1.40 |
| 5 Years | 1.81 |
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 | -8.62 | 107.62 | -22.32 | -13.80 | -16.77 | -25.55 | -25.55 | 107.62 | 3.43 | ||||||
| 2023 | 9.58 | 25.01 | 8.67 | 14.67 | -41.23 | -41.23 | 25.01 | 3.34 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -8.62 | 107.62 | -22.32 | -13.80 | -16.77 | -25.55 | nan | 9.58 | 25.01 | 8.67 | 14.67 | -41.23 | -41.23 | 107.62 | nan |
| Max Pos Return (%) | -8.62 | 107.62 | -22.32 | -13.80 | -16.77 | -25.55 | 0.00 | 9.58 | 25.01 | 8.67 | 14.67 | -41.23 | 0.00 | 107.62 | 3.11 |
| Max Neg Return (%) | -8.62 | 107.62 | -22.32 | -13.80 | -16.77 | -25.55 | 0.00 | 9.58 | 25.01 | 8.67 | 14.67 | -41.23 | 0.00 | 107.62 | 3.11 |
| Pos Occurences (%) | 0 | 100 | 0 | 0 | 0 | 0 | nan | 100 | 100 | 100 | 100 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 100 | 100 | 100 | nan | 0 | 0 | 0 | 0 | 100 | 0 | 100 | nan |