Volatility Analysis
100.30 0.23(0.22%)05/17/2024
Eastman Chemical Co (EMN)
For the given dates, EMN current volatility is at 11.62%.
The 1-Month historical standard deviation is at 2.09.
Eastman Chemical Co (EMN)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 2.42 |
| 20 Days | 1.54 |
| 1 Month | 2.09 |
| 3 Months | 6.05 |
| 100 Days | 6.41 |
| 6 Months | 6.47 |
| 9 Months | 7.94 |
| Year-to-date | 6.10 |
| 1 Year | 7.22 |
| 3 Years | 12.76 |
| 5 Years | 17.59 |
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 | 41.20 | -13.96 | 5.84 | -9.17 | -39.37 | -39.37 | 41.20 | -3.09 | |||||||
| 2023 | -21.70 | -22.65 | 55.14 | 55.49 | -76.59 | 98.58 | -76.59 | 98.58 | 14.71 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 41.20 | -13.96 | 5.84 | -9.17 | -39.37 | nan | -21.70 | -22.65 | 55.14 | 55.49 | -76.59 | 98.58 | -76.59 | 98.58 | nan |
| Max Pos Return (%) | 41.20 | -13.96 | 5.84 | -9.17 | -39.37 | 0.00 | -21.70 | -22.65 | 55.14 | 55.49 | -76.59 | 98.58 | 0.00 | 98.58 | 6.07 |
| Max Neg Return (%) | 41.20 | -13.96 | 5.84 | -9.17 | -39.37 | 0.00 | -21.70 | -22.65 | 55.14 | 55.49 | -76.59 | 98.58 | 0.00 | 98.58 | 6.07 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 0 | nan | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 100 | nan | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |