Volatility Analysis
78.58 -1.83(-2.28%)05/20/2024
Futu Holdings Ltd (FUTU)
For the given dates, FUTU current volatility is at 46.29%.
The 1-Month historical standard deviation is at 6.15.
Futu Holdings Ltd (FUTU)
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Historical Standard Deviation
Period | Value |
1 Week | 4.09 |
20 Days | 6.60 |
1 Month | 6.15 |
3 Months | 6.05 |
100 Days | 6.45 |
6 Months | 5.80 |
9 Months | 5.45 |
Year-to-date | 6.50 |
1 Year | 7.60 |
3 Years | 28.62 |
5 Years | 37.72 |
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 | -17.03 | -11.79 | 13.33 | 46.43 | -23.92 | -23.92 | 46.43 | 1.40 | |||||||
2023 | 77.34 | -11.41 | -46.81 | 76.11 | -23.23 | 26.66 | -46.81 | 77.34 | 16.44 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | -17.03 | -11.79 | 13.33 | 46.43 | -23.92 | nan | 77.34 | -11.41 | -46.81 | 76.11 | -23.23 | 26.66 | -46.81 | 77.34 | nan |
Max Pos Return (%) | -17.03 | -11.79 | 13.33 | 46.43 | -23.92 | 0.00 | 77.34 | -11.41 | -46.81 | 76.11 | -23.23 | 26.66 | 0.00 | 77.34 | 8.81 |
Max Neg Return (%) | -17.03 | -11.79 | 13.33 | 46.43 | -23.92 | 0.00 | 77.34 | -11.41 | -46.81 | 76.11 | -23.23 | 26.66 | 0.00 | 77.34 | 8.81 |
Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | nan | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | nan |