Volatility Analysis
182.15 -0.96(-0.52%)05/17/2024
Pepsico Inc. (PEP)
For the given dates, PEP current volatility is at 13.49%.
The 1-Month historical standard deviation is at 3.68.
Pepsico Inc. (PEP)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 1.01 |
| 20 Days | 2.32 |
| 1 Month | 3.68 |
| 3 Months | 4.13 |
| 100 Days | 3.94 |
| 6 Months | 3.32 |
| 9 Months | 5.78 |
| Year-to-date | 3.77 |
| 1 Year | 8.97 |
| 3 Years | 12.17 |
| 5 Years | 22.85 |
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 | 18.29 | -11.64 | 58.95 | 38.24 | -48.73 | -48.73 | 58.95 | 11.02 | |||||||
| 2023 | 41.67 | -9.86 | -29.20 | 40.31 | -33.00 | 17.91 | -33.00 | 41.67 | 4.64 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 18.29 | -11.64 | 58.95 | 38.24 | -48.73 | nan | 41.67 | -9.86 | -29.20 | 40.31 | -33.00 | 17.91 | -33.00 | 58.95 | nan |
| Max Pos Return (%) | 18.29 | -11.64 | 58.95 | 38.24 | -48.73 | 0.00 | 41.67 | -9.86 | -29.20 | 40.31 | -33.00 | 17.91 | 0.00 | 58.95 | 6.91 |
| Max Neg Return (%) | 18.29 | -11.64 | 58.95 | 38.24 | -48.73 | 0.00 | 41.67 | -9.86 | -29.20 | 40.31 | -33.00 | 17.91 | 0.00 | 58.95 | 6.91 |
| Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | nan | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | nan |