Volatility Analysis
114.75 -0.46(-0.40%)05/20/2024
J.M. Smucker Co. (SJM)
For the given dates, SJM current volatility is at 12.79%.
The 1-Month historical standard deviation is at 2.66.
J.M. Smucker Co. (SJM)
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Historical Standard Deviation
Period | Value |
1 Week | 0.78 |
20 Days | 2.40 |
1 Month | 2.66 |
3 Months | 5.66 |
100 Days | 6.44 |
6 Months | 7.23 |
9 Months | 10.14 |
Year-to-date | 6.65 |
1 Year | 14.67 |
3 Years | 12.88 |
5 Years | 17.55 |
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 | 17.55 | 9.27 | -12.52 | 71.99 | -51.59 | -51.59 | 71.99 | 6.94 | |||||||
2023 | -36.99 | 24.09 | 3.26 | -20.52 | 5.66 | -10.01 | -36.99 | 24.09 | -5.75 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | 17.55 | 9.27 | -12.52 | 71.99 | -51.59 | nan | -36.99 | 24.09 | 3.26 | -20.52 | 5.66 | -10.01 | -36.99 | 71.99 | nan |
Max Pos Return (%) | 17.55 | 9.27 | -12.52 | 71.99 | -51.59 | 0.00 | -36.99 | 24.09 | 3.26 | -20.52 | 5.66 | -10.01 | 0.00 | 71.99 | 0.02 |
Max Neg Return (%) | 17.55 | 9.27 | -12.52 | 71.99 | -51.59 | 0.00 | -36.99 | 24.09 | 3.26 | -20.52 | 5.66 | -10.01 | 0.00 | 71.99 | 0.02 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | nan | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | nan | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan |