Volatility Analysis

-
Volatility: 
Days Factor: 
8.34 0.05(0.60%)10/04/2024
United Micro Electronics (UMC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, UMC current volatility is at 24.78%.
  • The 1-Month historical standard deviation is at 0.16.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.17
    20 Days0.17
    1 Month0.16
    3 Months 0.37
    100 Days 0.37
    6 Months 0.40
    9 Months 0.39
    Year-to-date0.39
    1 Year0.46
    3 Years1.12
    5 Years2.55
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-8.54-45.9237.54-27.6981.52-60.78439.41-62.322.90-6.64  -62.32439.4134.95
    2023          -21.6585.63-21.6585.6331.99
    Summary
    Avg Returns (%)-8.54-45.9237.54-27.6981.52-60.78439.41-62.322.90-6.64-21.6585.63-62.32439.4134.46
    Max Pos Return (%)-8.54-45.9237.54-27.6981.52-60.78439.41-62.322.90-6.64-21.6585.63-62.32439.4134.46
    Max Neg Return (%)-8.54-45.9237.54-27.6981.52-60.78439.41-62.322.90-6.64-21.6585.63-62.32439.4134.46
    Pos Occurences (%)0010001000100010000100010042
    Neg Occurences (%)10010001000100010001001000010058