Volatility Analysis
158.38 0.42(0.27%)07/03/2024
Valero Energy Corp. (VLO)
For the given dates, VLO current volatility is at 16.25%.
The 1-Month historical standard deviation is at 2.86.
Valero Energy Corp. (VLO)
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Historical Standard Deviation
Period | Value |
1 Week | 2.15 |
20 Days | 3.20 |
1 Month | 2.86 |
3 Months | 8.91 |
100 Days | 9.07 |
6 Months | 14.35 |
9 Months | 16.85 |
Year-to-date | 14.44 |
1 Year | 16.10 |
3 Years | 16.46 |
5 Years | 30.78 |
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 | -9.23 | 25.21 | -15.80 | -2.33 | 48.32 | -62.69 | -4.82 | -62.69 | 48.32 | -3.05 | |||||
2023 | 40.23 | 28.85 | -35.20 | 14.11 | 23.01 | -35.20 | 40.23 | 14.20 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | -9.23 | 25.21 | -15.80 | -2.33 | 48.32 | -62.69 | -4.82 | 40.23 | 28.85 | -35.20 | 14.11 | 23.01 | -62.69 | 48.32 | 4.14 |
Max Pos Return (%) | -9.23 | 25.21 | -15.80 | -2.33 | 48.32 | -62.69 | -4.82 | 40.23 | 28.85 | -35.20 | 14.11 | 23.01 | -62.69 | 48.32 | 4.14 |
Max Neg Return (%) | -9.23 | 25.21 | -15.80 | -2.33 | 48.32 | -62.69 | -4.82 | 40.23 | 28.85 | -35.20 | 14.11 | 23.01 | -62.69 | 48.32 | 4.14 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 50 |