Volatility Analysis

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Volatility: 
Days Factor: 
48.69 0.87(1.82%)05/14/2024
Bath Body Works Inc (BBWI)
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  • For the given dates, BBWI current volatility is at 37.28%.
  • The 1-Month historical standard deviation is at 1.23.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.57
    20 Days1.33
    1 Month1.23
    3 Months 1.59
    100 Days 1.71
    6 Months 5.37
    9 Months 6.16
    Year-to-date1.92
    1 Year5.58
    3 Years17.56
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-15.64100.61-37.68-25.4680.21       -37.68100.6120.41
    2023     -46.83-42.72155.00-27.3017.2814.82-46.20-46.83155.003.44
    Summary
    Avg Returns (%)-15.64100.61-37.68-25.4680.21-46.83-42.72155.00-27.3017.2814.82-46.20-46.83155.0010.51
    Max Pos Return (%)-15.64100.61-37.68-25.4680.21-46.83-42.72155.00-27.3017.2814.82-46.20-46.83155.0010.51
    Max Neg Return (%)-15.64100.61-37.68-25.4680.21-46.83-42.72155.00-27.3017.2814.82-46.20-46.83155.0010.51
    Pos Occurences (%)0100001000010001001000010042
    Neg Occurences (%)10001001000100100010000100010058