Volatility Analysis

-
Volatility: 
Days Factor: 
144.50 2.13(1.50%)10/11/2024
Science Applications International Corp. (SAIC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, SAIC current volatility is at 14.47%.
  • The 1-Month historical standard deviation is at 3.91.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.06
    20 Days3.29
    1 Month3.91
    3 Months 8.08
    100 Days 8.74
    6 Months 8.61
    9 Months 8.16
    Year-to-date8.05
    1 Year9.28
    3 Years17.50
    5 Years18.85
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202470.21-53.22462.81-70.770.18-22.8182.17-37.2121.57-14.67  -70.77462.8143.83
    2023          -45.1112.37-45.1112.37-16.37
    Summary
    Avg Returns (%)70.21-53.22462.81-70.770.18-22.8182.17-37.2121.57-14.67-45.1112.37-70.77462.8133.79
    Max Pos Return (%)70.21-53.22462.81-70.770.18-22.8182.17-37.2121.57-14.67-45.1112.37-70.77462.8133.79
    Max Neg Return (%)70.21-53.22462.81-70.770.18-22.8182.17-37.2121.57-14.67-45.1112.37-70.77462.8133.79
    Pos Occurences (%)100010001000100010000100010050
    Neg Occurences (%)010001000100010001001000010050