Volatility Analysis

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Volatility: 
Days Factor: 
179.62 5.95(3.43%)04/26/2024
Amazon.com Inc. (AMZN)
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  • For the given dates, AMZN current volatility is at 28.22%.
  • The 1-Month historical standard deviation is at 3.88.



    • Historical Standard Deviation
    PeriodValue
    1 Week2.46
    20 Days4.64
    1 Month3.88
    3 Months 6.91
    100 Days 8.95
    6 Months 15.85
    9 Months 18.84
    Year-to-date11.34
    1 Year21.46
    3 Years28.67
    5 Years30.92
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20244.8517.33-28.0374.97        -28.0374.9717.28
    2023     -9.226.85-28.1148.2573.04-70.1914.12-70.1973.044.96
    Summary
    Avg Returns (%)4.8517.33-28.0374.97nan-9.226.85-28.1148.2573.04-70.1914.12-70.1974.97nan
    Max Pos Return (%)4.8517.33-28.0374.970.00-9.226.85-28.1148.2573.04-70.1914.120.0074.978.66
    Max Neg Return (%)4.8517.33-28.0374.970.00-9.226.85-28.1148.2573.04-70.1914.120.0074.978.66
    Pos Occurences (%)1001000100nan0100010010001000100nan
    Neg Occurences (%)001000nan10001000010000100nan