Volatility Analysis

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Volatility: 
Days Factor: 
29.66 -0.34(-1.12%)07/03/2024
Tootsie Roll Industries, Inc. (TR)
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  • For the given dates, TR current volatility is at 51.21%.
  • The 1-Month historical standard deviation is at 1.05.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.87
    20 Days1.23
    1 Month1.05
    3 Months 0.82
    100 Days 0.95
    6 Months 1.70
    9 Months 1.73
    Year-to-date1.72
    1 Year1.79
    3 Years4.56
    5 Years4.15
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-33.0376.81-43.73-13.4373.76161.661.34     -43.73161.6631.91
    2023       -13.78-6.2331.494.95-30.30-30.3031.49-2.77
    Summary
    Avg Returns (%)-33.0376.81-43.73-13.4373.76161.661.34-13.78-6.2331.494.95-30.30-43.73161.6617.46
    Max Pos Return (%)-33.0376.81-43.73-13.4373.76161.661.34-13.78-6.2331.494.95-30.30-43.73161.6617.46
    Max Neg Return (%)-33.0376.81-43.73-13.4373.76161.661.34-13.78-6.2331.494.95-30.30-43.73161.6617.46
    Pos Occurences (%)010000100100100001001000010050
    Neg Occurences (%)100010010000010010000100010050