Volatility Analysis

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Volatility: 
Days Factor: 
36.87 0.27(0.74%)10/04/2024
Texaco Inc. (TX)
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  • For the given dates, TX current volatility is at 33.35%.
  • The 1-Month historical standard deviation is at 2.17.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.35
    20 Days1.14
    1 Month2.17
    3 Months 1.84
    6 Months 4.23
    9 Months 3.13
    Year-to-date3.12
    1 Year2.82
    3 Years4.16
    5 Years10.47
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-39.72136.57-57.8944.8439.3847.37-7.09-1.973.77-36.13  -57.89136.5712.91
    2023          38.11-10.35-10.3538.1113.88
    Summary
    Avg Returns (%)-39.72136.57-57.8944.8439.3847.37-7.09-1.973.77-36.1338.11-10.35-57.89136.5713.07
    Max Pos Return (%)-39.72136.57-57.8944.8439.3847.37-7.09-1.973.77-36.1338.11-10.35-57.89136.5713.07
    Max Neg Return (%)-39.72136.57-57.8944.8439.3847.37-7.09-1.973.77-36.1338.11-10.35-57.89136.5713.07
    Pos Occurences (%)010001001001000010001000010050
    Neg Occurences (%)100010000010010001000100010050