Volatility Analysis
144.50 2.13(1.50%)10/11/2024
Science Applications International Corp. (SAIC)
For the given dates, SAIC current volatility is at 14.47%.
The 1-Month historical standard deviation is at 3.91.
Science Applications International Corp. (SAIC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 1.06 |
20 Days | 3.29 |
1 Month | 3.91 |
3 Months | 8.08 |
100 Days | 8.74 |
6 Months | 8.61 |
9 Months | 8.16 |
Year-to-date | 8.05 |
1 Year | 9.28 |
3 Years | 17.50 |
5 Years | 18.85 |
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 | 70.21 | -53.22 | 462.81 | -70.77 | 0.18 | -22.81 | 82.17 | -37.21 | 21.57 | -14.67 | -70.77 | 462.81 | 43.83 | ||
2023 | -45.11 | 12.37 | -45.11 | 12.37 | -16.37 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 70.21 | -53.22 | 462.81 | -70.77 | 0.18 | -22.81 | 82.17 | -37.21 | 21.57 | -14.67 | -45.11 | 12.37 | -70.77 | 462.81 | 33.79 |
Max Pos Return (%) | 70.21 | -53.22 | 462.81 | -70.77 | 0.18 | -22.81 | 82.17 | -37.21 | 21.57 | -14.67 | -45.11 | 12.37 | -70.77 | 462.81 | 33.79 |
Max Neg Return (%) | 70.21 | -53.22 | 462.81 | -70.77 | 0.18 | -22.81 | 82.17 | -37.21 | 21.57 | -14.67 | -45.11 | 12.37 | -70.77 | 462.81 | 33.79 |
Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 50 |