Volatility Analysis
172.56 1.13(0.66%)09/13/2024
Taiwan Semiconductor Manufacturing (TSM)
For the given dates, TSM current volatility is at 52.46%.
The 1-Month historical standard deviation is at 5.03.
Taiwan Semiconductor Manufacturing (TSM)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 6.25 |
| 20 Days | 5.11 |
| 1 Month | 5.03 |
| 3 Months | 9.18 |
| 100 Days | 8.92 |
| 6 Months | 15.65 |
| 9 Months | 24.28 |
| Year-to-date | 22.46 |
| 1 Year | 31.11 |
| 3 Years | 28.17 |
| 5 Years | 31.47 |
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 | 100.64 | -56.60 | -10.36 | 98.89 | -40.47 | 30.45 | 82.49 | -54.55 | 106.26 | -56.60 | 106.26 | 28.53 | |||
| 2023 | 60.88 | -52.34 | 66.90 | -52.34 | 66.90 | 25.15 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 100.64 | -56.60 | -10.36 | 98.89 | -40.47 | 30.45 | 82.49 | -54.55 | 106.26 | 60.88 | -52.34 | 66.90 | -56.60 | 106.26 | 27.68 |
| Max Pos Return (%) | 100.64 | -56.60 | -10.36 | 98.89 | -40.47 | 30.45 | 82.49 | -54.55 | 106.26 | 60.88 | -52.34 | 66.90 | -56.60 | 106.26 | 27.68 |
| Max Neg Return (%) | 100.64 | -56.60 | -10.36 | 98.89 | -40.47 | 30.45 | 82.49 | -54.55 | 106.26 | 60.88 | -52.34 | 66.90 | -56.60 | 106.26 | 27.68 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |