Volatility Analysis
48.69 0.87(1.82%)05/14/2024
Bath Body Works Inc (BBWI)
For the given dates, BBWI current volatility is at 37.28%.
The 1-Month historical standard deviation is at 1.23.
Bath Body Works Inc (BBWI)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 1.57 |
20 Days | 1.33 |
1 Month | 1.23 |
3 Months | 1.59 |
100 Days | 1.71 |
6 Months | 5.37 |
9 Months | 6.16 |
Year-to-date | 1.92 |
1 Year | 5.58 |
3 Years | 17.56 |
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 | -15.64 | 100.61 | -37.68 | -25.46 | 80.21 | -37.68 | 100.61 | 20.41 | |||||||
2023 | -46.83 | -42.72 | 155.00 | -27.30 | 17.28 | 14.82 | -46.20 | -46.83 | 155.00 | 3.44 | |||||
Summary | |||||||||||||||
Avg Returns (%) | -15.64 | 100.61 | -37.68 | -25.46 | 80.21 | -46.83 | -42.72 | 155.00 | -27.30 | 17.28 | 14.82 | -46.20 | -46.83 | 155.00 | 10.51 |
Max Pos Return (%) | -15.64 | 100.61 | -37.68 | -25.46 | 80.21 | -46.83 | -42.72 | 155.00 | -27.30 | 17.28 | 14.82 | -46.20 | -46.83 | 155.00 | 10.51 |
Max Neg Return (%) | -15.64 | 100.61 | -37.68 | -25.46 | 80.21 | -46.83 | -42.72 | 155.00 | -27.30 | 17.28 | 14.82 | -46.20 | -46.83 | 155.00 | 10.51 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 42 |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 58 |