Volatility Analysis
12.27 -0.12(-0.93%)05/17/2024
Ford Motor Co. (F)
For the given dates, F current volatility is at 22.38%.
The 1-Month historical standard deviation is at 0.45.
Ford Motor Co. (F)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.16 |
20 Days | 0.36 |
1 Month | 0.45 |
3 Months | 0.44 |
100 Days | 0.48 |
6 Months | 0.93 |
9 Months | 0.86 |
Year-to-date | 0.61 |
1 Year | 1.10 |
3 Years | 2.11 |
5 Years | 3.29 |
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 | 11.50 | -35.36 | 98.00 | 7.78 | -45.46 | -45.46 | 98.00 | 7.29 | |||||||
2023 | 5.13 | -34.09 | 56.14 | 165.19 | -56.41 | -3.70 | -56.41 | 165.19 | 22.04 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | 11.50 | -35.36 | 98.00 | 7.78 | -45.46 | nan | 5.13 | -34.09 | 56.14 | 165.19 | -56.41 | -3.70 | -56.41 | 165.19 | nan |
Max Pos Return (%) | 11.50 | -35.36 | 98.00 | 7.78 | -45.46 | 0.00 | 5.13 | -34.09 | 56.14 | 165.19 | -56.41 | -3.70 | 0.00 | 165.19 | 14.06 |
Max Neg Return (%) | 11.50 | -35.36 | 98.00 | 7.78 | -45.46 | 0.00 | 5.13 | -34.09 | 56.14 | 165.19 | -56.41 | -3.70 | 0.00 | 165.19 | 14.06 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | nan | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | nan |