Volatility Analysis
10.56 0.05(0.48%)09/16/2024
Vale S.A. (VALE)
For the given dates, VALE current volatility is at 36.01%.
The 1-Month historical standard deviation is at 0.24.
Vale S.A. (VALE)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.21 |
| 20 Days | 0.29 |
| 1 Month | 0.24 |
| 3 Months | 0.50 |
| 100 Days | 0.51 |
| 6 Months | 0.85 |
| 9 Months | 1.53 |
| Year-to-date | 1.34 |
| 1 Year | 1.58 |
| 3 Years | 2.17 |
| 5 Years | 3.37 |
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 | 18.14 | 10.57 | -43.63 | 64.72 | -27.29 | -42.82 | 77.85 | 43.27 | 22.12 | -43.63 | 77.85 | 13.66 | |||
| 2023 | -19.84 | -25.48 | -25.48 | -19.84 | -22.66 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 18.14 | 10.57 | -43.63 | 64.72 | -27.29 | -42.82 | 77.85 | 43.27 | 22.12 | nan | -19.84 | -25.48 | -25.48 | 77.85 | nan |
| Max Pos Return (%) | 18.14 | 10.57 | -43.63 | 64.72 | -27.29 | -42.82 | 77.85 | 43.27 | 22.12 | 0.00 | -19.84 | -25.48 | 0.00 | 77.85 | 6.47 |
| Max Neg Return (%) | 18.14 | 10.57 | -43.63 | 64.72 | -27.29 | -42.82 | 77.85 | 43.27 | 22.12 | 0.00 | -19.84 | -25.48 | 0.00 | 77.85 | 6.47 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | nan | 100 | 100 | 100 | 100 | nan |