Volatility Analysis

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Volatility: 
Days Factor: 
145.64 1.13(0.78%)09/16/2024
Williams-Sonoma, Inc. (WSM)
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  • For the given dates, WSM current volatility is at 40.07%.
  • The 1-Month historical standard deviation is at 4.64.



  • Historical Standard Deviation
    PeriodValue
    1 Week5.31
    20 Days3.82
    1 Month4.64
    3 Months 67.62
    100 Days 72.77
    6 Months 76.30
    9 Months 64.45
    Year-to-date66.18
    1 Year63.71
    3 Years54.60
    5 Years58.53
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202448.76-31.5660.93-54.49341.07-15.72-25.6575.17-42.05   -54.49341.0739.61
    2023          -1.59-41.95-41.95-1.59-21.77
    Summary
    Avg Returns (%)48.76-31.5660.93-54.49341.07-15.72-25.6575.17-42.05nan-1.59-41.95-41.95341.07nan
    Max Pos Return (%)48.76-31.5660.93-54.49341.07-15.72-25.6575.17-42.050.00-1.59-41.950.00341.0726.08
    Max Neg Return (%)48.76-31.5660.93-54.49341.07-15.72-25.6575.17-42.050.00-1.59-41.950.00341.0726.08
    Pos Occurences (%)10001000100001000nan000100nan
    Neg Occurences (%)0100010001001000100nan100100100100nan