Volatility Analysis
211.37 2.73(1.31%)05/13/2025
Amazon.com, Inc. (AMZN)
For the given dates, AMZN current volatility is at 42.99%.
The 1-Month historical standard deviation is at 10.52.
Amazon.com, Inc. (AMZN)
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Historical Standard Deviation
Period | Value |
1 Week | 10.43 |
20 Days | 10.75 |
1 Month | 10.52 |
3 Months | 15.05 |
100 Days | 20.36 |
6 Months | 19.10 |
Year-to-date | 20.64 |
1 Year | 19.16 |
3 Years | 40.99 |
5 Years | 33.18 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2025 | -35.26 | 25.52 | 50.64 | 20.41 | 5.81 | -35.26 | 50.64 | 13.42 | |||||||
2024 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -31.90 | 132.51 | 21.28 | |||||
Summary | |||||||||||||||
Avg Returns (%) | -35.26 | 25.52 | 50.64 | 20.41 | 5.81 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -35.26 | 132.51 | 18.00 |
Max Pos Return (%) | -35.26 | 25.52 | 50.64 | 20.41 | 5.81 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -35.26 | 132.51 | 18.00 |
Max Neg Return (%) | -35.26 | 25.52 | 50.64 | 20.41 | 5.81 | 132.51 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -35.26 | 132.51 | 18.00 |
Pos Occurences (%) | 0 | 100 | 100 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 58 |
Neg Occurences (%) | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 42 |