Volatility Analysis
448.87 3.35(0.75%)05/17/2024
Factset Research Systems Inc. (FDS)
For the given dates, FDS current volatility is at 9.53%.
The 1-Month historical standard deviation is at 7.00.
Factset Research Systems Inc. (FDS)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 8.03 |
| 20 Days | 7.02 |
| 1 Month | 7.00 |
| 3 Months | 20.43 |
| 100 Days | 21.34 |
| 6 Months | 17.15 |
| 9 Months | 18.11 |
| Year-to-date | 19.62 |
| 1 Year | 25.44 |
| 3 Years | 38.74 |
| 5 Years | 70.83 |
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 | -58.71 | 53.21 | 193.42 | -38.94 | -62.56 | -62.56 | 193.42 | 17.28 | |||||||
| 2023 | -62.30 | 61.99 | -2.94 | 24.70 | -46.36 | 102.29 | -62.30 | 102.29 | 12.90 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -58.71 | 53.21 | 193.42 | -38.94 | -62.56 | nan | -62.30 | 61.99 | -2.94 | 24.70 | -46.36 | 102.29 | -62.30 | 193.42 | nan |
| Max Pos Return (%) | -58.71 | 53.21 | 193.42 | -38.94 | -62.56 | 0.00 | -62.30 | 61.99 | -2.94 | 24.70 | -46.36 | 102.29 | 0.00 | 193.42 | 13.65 |
| Max Neg Return (%) | -58.71 | 53.21 | 193.42 | -38.94 | -62.56 | 0.00 | -62.30 | 61.99 | -2.94 | 24.70 | -46.36 | 102.29 | 0.00 | 193.42 | 13.65 |
| Pos Occurences (%) | 0 | 100 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 0 | 100 | 100 | nan | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | nan |