Volatility Analysis

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Volatility: 
Days Factor: 
169.29 0.30(0.18%)05/20/2024
Jack Henry & Associates, Inc. (JKHY)
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  • For the given dates, JKHY current volatility is at 14.73%.
  • The 1-Month historical standard deviation is at 3.02.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.35
    20 Days1.26
    1 Month3.02
    3 Months 3.95
    100 Days 3.99
    6 Months 6.73
    9 Months 9.93
    Year-to-date3.79
    1 Year9.52
    3 Years14.39
    5 Years16.98
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20240.65-17.7573.98-37.343.60       -37.3473.984.63
    2023      21.57-3.7043.18-19.98-24.6528.94-24.6543.187.56
    Summary
    Avg Returns (%)0.65-17.7573.98-37.343.60nan21.57-3.7043.18-19.98-24.6528.94-24.6573.98nan
    Max Pos Return (%)0.65-17.7573.98-37.343.600.0021.57-3.7043.18-19.98-24.6528.940.0073.985.71
    Max Neg Return (%)0.65-17.7573.98-37.343.600.0021.57-3.7043.18-19.98-24.6528.940.0073.985.71
    Pos Occurences (%)10001000100nan1000100001000100nan
    Neg Occurences (%)010001000nan0100010010000100nan