Volatility Analysis

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Volatility: 
Days Factor: 
235.02 4.31(1.87%)01/22/2025
Amazon.com, Inc. (AMZN)
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  • For the given dates, AMZN current volatility is at 27.60%.
  • The 1-Month historical standard deviation is at 10.01.



  • Historical Standard Deviation
    PeriodValue
    1 Week2.59
    20 Days12.62
    1 Month10.01
    3 Months 11.30
    100 Days 12.15
    6 Months 12.46
    9 Months 10.85
    Year-to-date13.88
    1 Year15.19
    3 Years33.08
    5 Years31.14
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20258.69           8.698.698.69
    2024  -27.9398.78-61.18132.51-3.15-10.03-31.9042.4636.74-24.17-61.18132.5115.21
    Summary
    Avg Returns (%)8.69nan-27.9398.78-61.18132.51-3.15-10.03-31.9042.4636.74-24.17-61.18132.51nan
    Max Pos Return (%)8.690.00-27.9398.78-61.18132.51-3.15-10.03-31.9042.4636.74-24.170.00132.5113.40
    Max Neg Return (%)8.690.00-27.9398.78-61.18132.51-3.15-10.03-31.9042.4636.74-24.170.00132.5113.40
    Pos Occurences (%)100nan0100010000010010000100nan
    Neg Occurences (%)0nan10001000100100100001000100nan