Volatility Analysis

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Volatility: 
Days Factor: 
65.42 -0.20(-0.30%)01/16/2026
Fox Corporation (FOX)
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  • For the given dates, FOX current volatility is at 19.69%.
  • The 1-Month historical standard deviation is at 1.65.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.56
    20 Days1.26
    1 Month1.65
    3 Months 2.58
    100 Days 2.94
    6 Months 3.03
    Year-to-date3.73
    1 Year4.03
    3 Years10.17
    5 Years8.54
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202685.41           85.4185.4185.41
    2025  18.642.74-8.846.87-47.1513.1285.7757.90-61.23-32.47-61.2385.773.54
    Summary
    Avg Returns (%)85.41nan18.642.74-8.846.87-47.1513.1285.7757.90-61.23-32.47-61.2385.77nan
    Max Pos Return (%)85.410.0018.642.74-8.846.87-47.1513.1285.7757.90-61.23-32.470.0085.7710.06
    Max Neg Return (%)85.410.0018.642.74-8.846.87-47.1513.1285.7757.90-61.23-32.470.0085.7710.06
    Pos Occurences (%)100nan10010001000100100100000100nan
    Neg Occurences (%)0nan0010001000001001000100nan

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