Volatility Analysis

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Volatility: 
Days Factor: 
22.35 0.12(0.54%)12/15/2025
State Street Corporation (STT-PG)
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  • For the given dates, STT-PG current volatility is at 5.08%.
  • The 1-Month historical standard deviation is at 0.32.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.05
    20 Days0.25
    1 Month0.32
    100 Days 0.74
    Year-to-date0.74
    1 Year0.79
    3 Years0.93
    5 Years6.33
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2025-7.78-21.62261.50-74.388.63   282.03-75.62-30.65-18.27-75.62282.0335.98
    Summary
    Avg Returns (%)-7.78-21.62261.50-74.388.63nannannan282.03-75.62-30.65-18.27-75.62282.03nan
    Max Pos Return (%)-7.78-21.62261.50-74.388.630.000.000.00282.03-75.62-30.65-18.270.00282.0326.99
    Max Neg Return (%)-7.78-21.62261.50-74.388.630.000.000.00282.03-75.62-30.65-18.270.00282.0326.99
    Pos Occurences (%)001000100nannannan1000000100nan
    Neg Occurences (%)10010001000nannannan01001001000100nan

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