Volatility Analysis
237.92 3.81(1.63%)09/13/2024
Travelers Companies Inc. (TRV)
For the given dates, TRV current volatility is at 25.46%.
The 1-Month historical standard deviation is at 8.75.
Travelers Companies Inc. (TRV)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 3.93 |
| 20 Days | 5.93 |
| 1 Month | 8.75 |
| 3 Months | 9.63 |
| 100 Days | 9.30 |
| 6 Months | 8.33 |
| 9 Months | 11.61 |
| Year-to-date | 9.25 |
| 1 Year | 21.81 |
| 3 Years | 83.38 |
| 5 Years | 81.91 |
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 | 190.28 | -61.26 | -27.41 | 332.48 | -52.51 | -8.98 | 168.62 | -76.84 | 134.50 | -76.84 | 332.48 | 66.54 | |||
| 2023 | 117.16 | -63.66 | -8.29 | -63.66 | 117.16 | 15.07 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 190.28 | -61.26 | -27.41 | 332.48 | -52.51 | -8.98 | 168.62 | -76.84 | 134.50 | 117.16 | -63.66 | -8.29 | -76.84 | 332.48 | 53.67 |
| Max Pos Return (%) | 190.28 | -61.26 | -27.41 | 332.48 | -52.51 | -8.98 | 168.62 | -76.84 | 134.50 | 117.16 | -63.66 | -8.29 | -76.84 | 332.48 | 53.67 |
| Max Neg Return (%) | 190.28 | -61.26 | -27.41 | 332.48 | -52.51 | -8.98 | 168.62 | -76.84 | 134.50 | 117.16 | -63.66 | -8.29 | -76.84 | 332.48 | 53.67 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 42 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 58 |