Volatility Analysis
183.62 -1.08(-0.58%)05/20/2024
Amazon.com Inc. (AMZN)
For the given dates, AMZN current volatility is at 9.95%.
The 1-Month historical standard deviation is at 4.79.
Amazon.com Inc. (AMZN)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 5.58 |
| 20 Days | 4.85 |
| 1 Month | 4.79 |
| 3 Months | 5.36 |
| 100 Days | 6.90 |
| 6 Months | 14.80 |
| 9 Months | 19.29 |
| Year-to-date | 11.50 |
| 1 Year | 21.21 |
| 3 Years | 28.83 |
| 5 Years | 31.03 |
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 | 4.85 | 17.33 | -28.03 | 99.05 | -69.01 | -69.01 | 99.05 | 4.84 | |||||||
| 2023 | 6.85 | -28.11 | 48.25 | 73.04 | -70.19 | 14.12 | -70.19 | 73.04 | 7.33 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 4.85 | 17.33 | -28.03 | 99.05 | -69.01 | nan | 6.85 | -28.11 | 48.25 | 73.04 | -70.19 | 14.12 | -70.19 | 99.05 | nan |
| Max Pos Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -69.01 | 0.00 | 6.85 | -28.11 | 48.25 | 73.04 | -70.19 | 14.12 | 0.00 | 99.05 | 5.68 |
| Max Neg Return (%) | 4.85 | 17.33 | -28.03 | 99.05 | -69.01 | 0.00 | 6.85 | -28.11 | 48.25 | 73.04 | -70.19 | 14.12 | 0.00 | 99.05 | 5.68 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |