Volatility Analysis
78.15 0.48(0.61%)05/17/2024
Sempra Energy (SRE)
For the given dates, SRE current volatility is at 14.85%.
The 1-Month historical standard deviation is at 1.94.
Sempra Energy (SRE)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.82 |
| 20 Days | 1.63 |
| 1 Month | 1.94 |
| 3 Months | 1.29 |
| 100 Days | 1.27 |
| 6 Months | 2.06 |
| 9 Months | 16.75 |
| Year-to-date | 2.02 |
| 1 Year | 34.27 |
| 3 Years | 33.85 |
| 5 Years | 26.99 |
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 | -10.84 | -0.96 | 20.06 | -6.90 | -14.02 | -14.02 | 20.06 | -2.53 | |||||||
| 2023 | 0.79 | 2,011.70 | -93.73 | -9.93 | -63.25 | 152.60 | -93.73 | 2.00 | -1.92 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -10.84 | -0.96 | 20.06 | -6.90 | -14.02 | nan | 0.79 | 2.00 | -93.73 | -9.93 | -63.25 | 152.60 | -93.73 | 152.60 | nan |
| Max Pos Return (%) | -10.84 | -0.96 | 20.06 | -6.90 | -14.02 | 0.00 | 0.79 | 2.00 | -93.73 | -9.93 | -63.25 | 152.60 | 0.00 | 152.60 | -2.02 |
| Max Neg Return (%) | -10.84 | -0.96 | 20.06 | -6.90 | -14.02 | 0.00 | 0.79 | 2.00 | -93.73 | -9.93 | -63.25 | 152.60 | 0.00 | 152.60 | -2.02 |
| Pos Occurences (%) | 0 | 0 | 100 | 0 | 0 | nan | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 0 | 100 | 100 | nan | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | nan |