Volatility Analysis

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Volatility: 
Days Factor: 
82.65 -1.44(-1.71%)10/31/2024
Credit Suisse AG Nassau Branch (SLVO)
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  • For the given dates, SLVO current volatility is at 22.76%.
  • The 1-Month historical standard deviation is at 1.62.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.69
    20 Days1.25
    1 Month1.62
    3 Months 2.63
    100 Days 2.58
    6 Months 2.71
    9 Months 4.13
    Year-to-date4.47
    1 Year4.43
    3 Years6.92
    5 Years9.26
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202485.59-1.03-14.3627.96-12.4650.62-9.69-48.3628.8934.02  -48.3685.5914.12
    2023           -38.58-38.58-38.58-38.58
    Summary
    Avg Returns (%)85.59-1.03-14.3627.96-12.4650.62-9.69-48.3628.8934.02nan-38.58-38.5885.59nan
    Max Pos Return (%)85.59-1.03-14.3627.96-12.4650.62-9.69-48.3628.8934.020.00-38.580.0085.598.55
    Max Neg Return (%)85.59-1.03-14.3627.96-12.4650.62-9.69-48.3628.8934.020.00-38.580.0085.598.55
    Pos Occurences (%)10000100010000100100nan00100nan
    Neg Occurences (%)01001000100010010000nan100100100nan