Volatility Analysis

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Volatility: 
Days Factor: 
78.58 -1.83(-2.28%)05/20/2024
Futu Holdings Ltd (FUTU)
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  • For the given dates, FUTU current volatility is at 46.29%.
  • The 1-Month historical standard deviation is at 6.15.



  • Historical Standard Deviation
    PeriodValue
    1 Week4.09
    20 Days6.60
    1 Month6.15
    3 Months 6.05
    100 Days 6.45
    6 Months 5.80
    9 Months 5.45
    Year-to-date6.50
    1 Year7.60
    3 Years28.62
    5 Years37.72
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-17.03-11.7913.3346.43-23.92       -23.9246.431.40
    2023      77.34-11.41-46.8176.11-23.2326.66-46.8177.3416.44
    Summary
    Avg Returns (%)-17.03-11.7913.3346.43-23.92nan77.34-11.41-46.8176.11-23.2326.66-46.8177.34nan
    Max Pos Return (%)-17.03-11.7913.3346.43-23.920.0077.34-11.41-46.8176.11-23.2326.660.0077.348.81
    Max Neg Return (%)-17.03-11.7913.3346.43-23.920.0077.34-11.41-46.8176.11-23.2326.660.0077.348.81
    Pos Occurences (%)001001000nan1000010001000100nan
    Neg Occurences (%)10010000100nan0100100010000100nan