Volatility Analysis

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Volatility: 
Days Factor: 
14.03 -0.10(-0.67%)05/17/2024
Dana Inc (DAN)
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  • For the given dates, DAN current volatility is at 16.15%.
  • The 1-Month historical standard deviation is at 0.51.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.37
    20 Days0.53
    1 Month0.51
    3 Months 0.55
    100 Days 0.64
    6 Months 0.83
    9 Months 1.35
    Year-to-date0.68
    1 Year1.83
    3 Years3.77
    5 Years4.06
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-5.85123.82-51.75-19.78-22.17       -51.75123.824.85
    2023      -42.873.7041.7340.95-30.38-4.95-42.8741.731.36
    Summary
    Avg Returns (%)-5.85123.82-51.75-19.78-22.17nan-42.873.7041.7340.95-30.38-4.95-42.87123.82nan
    Max Pos Return (%)-5.85123.82-51.75-19.78-22.170.00-42.873.7041.7340.95-30.38-4.950.00123.822.70
    Max Neg Return (%)-5.85123.82-51.75-19.78-22.170.00-42.873.7041.7340.95-30.38-4.950.00123.822.70
    Pos Occurences (%)0100000nan0100100100000100nan
    Neg Occurences (%)1000100100100nan1000001001000100nan