Volatility Analysis

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Volatility: 
Days Factor: 
42.79 1.67(4.06%)05/20/2024
Alcoa Corp (AA)
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  • For the given dates, AA current volatility is at 44.28%.
  • The 1-Month historical standard deviation is at 0.85.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.36
    20 Days0.94
    1 Month0.85
    3 Months 4.02
    100 Days 4.04
    6 Months 3.96
    9 Months 3.73
    Year-to-date3.74
    1 Year3.90
    3 Years14.11
    5 Years17.12
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-31.2137.70-20.33-4.976.76       -31.2137.70-2.41
    2023      32.14-53.25154.634.14-65.87153.80-65.87154.6337.60
    Summary
    Avg Returns (%)-31.2137.70-20.33-4.976.76nan32.14-53.25154.634.14-65.87153.80-65.87154.63nan
    Max Pos Return (%)-31.2137.70-20.33-4.976.760.0032.14-53.25154.634.14-65.87153.800.00154.6317.80
    Max Neg Return (%)-31.2137.70-20.33-4.976.760.0032.14-53.25154.634.14-65.87153.800.00154.6317.80
    Pos Occurences (%)010000100nan100010010001000100nan
    Neg Occurences (%)10001001000nan01000010000100nan