Volatility Analysis
33.73 -0.42(-1.22%)05/17/2024
Keurig Dr Pepper Inc (KDP)
For the given dates, KDP current volatility is at 12.74%.
The 1-Month historical standard deviation is at 1.40.
Keurig Dr Pepper Inc (KDP)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.18 |
| 20 Days | 1.12 |
| 1 Month | 1.40 |
| 3 Months | 1.43 |
| 100 Days | 1.38 |
| 6 Months | 1.25 |
| 9 Months | 1.54 |
| Year-to-date | 1.31 |
| 1 Year | 1.41 |
| 3 Years | 2.51 |
| 5 Years | 4.18 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2024 | 55.85 | 52.57 | -34.38 | 29.12 | -41.96 | -41.96 | 55.85 | 12.24 | |||||||
| 2023 | 4.02 | -48.07 | 63.20 | 13.42 | -26.04 | -18.39 | -48.07 | 63.20 | -1.98 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 55.85 | 52.57 | -34.38 | 29.12 | -41.96 | nan | 4.02 | -48.07 | 63.20 | 13.42 | -26.04 | -18.39 | -48.07 | 63.20 | nan |
| Max Pos Return (%) | 55.85 | 52.57 | -34.38 | 29.12 | -41.96 | 0.00 | 4.02 | -48.07 | 63.20 | 13.42 | -26.04 | -18.39 | 0.00 | 63.20 | 4.11 |
| Max Neg Return (%) | 55.85 | 52.57 | -34.38 | 29.12 | -41.96 | 0.00 | 4.02 | -48.07 | 63.20 | 13.42 | -26.04 | -18.39 | 0.00 | 63.20 | 4.11 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | nan |