Volatility Analysis
17,890.79 349.26(1.99%)05/03/2024
Nasdaq 100 ($NDX)
For the given dates, $NDX current volatility is at 19.01%.
The 1-Month historical standard deviation is at 343.54.
Nasdaq 100 ($NDX)
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Historical Standard Deviation
Period | Value |
1 Week | 218.42 |
20 Days | 226.73 |
1 Month | 343.54 |
3 Months | 309.37 |
100 Days | 326.01 |
6 Months | 896.24 |
9 Months | 1,285.06 |
Year-to-date | 517.49 |
1 Year | 1,412.63 |
3 Years | 1,953.07 |
5 Years | 2,935.48 |
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 | 49.96 | 0.79 | -40.31 | 97.98 | -7.39 | -40.31 | 97.98 | 20.21 | |||||||
2023 | -13.46 | -8.47 | 15.78 | -23.75 | 39.10 | -63.16 | 56.35 | -63.16 | 56.35 | 0.34 | |||||
Summary | |||||||||||||||
Avg Returns (%) | 49.96 | 0.79 | -40.31 | 97.98 | -7.39 | -13.46 | -8.47 | 15.78 | -23.75 | 39.10 | -63.16 | 56.35 | -63.16 | 97.98 | 8.62 |
Max Pos Return (%) | 49.96 | 0.79 | -40.31 | 97.98 | -7.39 | -13.46 | -8.47 | 15.78 | -23.75 | 39.10 | -63.16 | 56.35 | -63.16 | 97.98 | 8.62 |
Max Neg Return (%) | 49.96 | 0.79 | -40.31 | 97.98 | -7.39 | -13.46 | -8.47 | 15.78 | -23.75 | 39.10 | -63.16 | 56.35 | -63.16 | 97.98 | 8.62 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 50 |