Volatility Analysis

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Volatility: 
Days Factor: 
158.38 0.42(0.27%)07/03/2024
Valero Energy Corp. (VLO)
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  • For the given dates, VLO current volatility is at 16.25%.
  • The 1-Month historical standard deviation is at 2.86.



  • Historical Standard Deviation
    PeriodValue
    1 Week2.15
    20 Days3.20
    1 Month2.86
    3 Months 8.91
    100 Days 9.07
    6 Months 14.35
    9 Months 16.85
    Year-to-date14.44
    1 Year16.10
    3 Years16.46
    5 Years30.78
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-9.2325.21-15.80-2.3348.32-62.69-4.82     -62.6948.32-3.05
    2023       40.2328.85-35.2014.1123.01-35.2040.2314.20
    Summary
    Avg Returns (%)-9.2325.21-15.80-2.3348.32-62.69-4.8240.2328.85-35.2014.1123.01-62.6948.324.14
    Max Pos Return (%)-9.2325.21-15.80-2.3348.32-62.69-4.8240.2328.85-35.2014.1123.01-62.6948.324.14
    Max Neg Return (%)-9.2325.21-15.80-2.3348.32-62.69-4.8240.2328.85-35.2014.1123.01-62.6948.324.14
    Pos Occurences (%)010000100001001000100100010050
    Neg Occurences (%)100010010001001000010000010050