Volatility Analysis

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Volatility: 
Days Factor: 
12.27 -0.12(-0.93%)05/17/2024
Ford Motor Co. (F)
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  • For the given dates, F current volatility is at 22.38%.
  • The 1-Month historical standard deviation is at 0.45.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.16
    20 Days0.36
    1 Month0.45
    3 Months 0.44
    100 Days 0.48
    6 Months 0.93
    9 Months 0.86
    Year-to-date0.61
    1 Year1.10
    3 Years2.11
    5 Years3.29
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202411.50-35.3698.007.78-45.46       -45.4698.007.29
    2023      5.13-34.0956.14165.19-56.41-3.70-56.41165.1922.04
    Summary
    Avg Returns (%)11.50-35.3698.007.78-45.46nan5.13-34.0956.14165.19-56.41-3.70-56.41165.19nan
    Max Pos Return (%)11.50-35.3698.007.78-45.460.005.13-34.0956.14165.19-56.41-3.700.00165.1914.06
    Max Neg Return (%)11.50-35.3698.007.78-45.460.005.13-34.0956.14165.19-56.41-3.700.00165.1914.06
    Pos Occurences (%)10001001000nan1000100100000100nan
    Neg Occurences (%)010000100nan0100001001000100nan