Volatility Analysis
201.12 -2.95(-1.45%)05/21/2025
Amazon.com, Inc. (AMZN)
For the given dates, AMZN current volatility is at 42.90%.
The 1-Month historical standard deviation is at 11.85.
Amazon.com, Inc. (AMZN)
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Historical Standard Deviation
Period | Value |
1 Week | 2.00 |
20 Days | 9.58 |
1 Month | 11.85 |
3 Months | 12.26 |
100 Days | 19.87 |
6 Months | 19.08 |
Year-to-date | 19.99 |
1 Year | 19.12 |
3 Years | 41.11 |
5 Years | 33.29 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2025 | -35.26 | 25.52 | 50.64 | 20.41 | 5.61 | -35.26 | 50.64 | 13.38 | |||||||
2024 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -31.90 | 42.46 | 2.74 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | -35.26 | 25.52 | 50.64 | 20.41 | 5.61 | nan | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | -31.90 | 50.64 | nan |
Max Pos Return (%) | -35.26 | 25.52 | 50.64 | 20.41 | 5.61 | 0.00 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | 0.00 | 50.64 | 6.95 |
Max Neg Return (%) | -35.26 | 25.52 | 50.64 | 20.41 | 5.61 | 0.00 | -3.15 | -10.03 | -31.90 | 42.46 | 36.74 | -17.70 | 0.00 | 50.64 | 6.95 |
Pos Occurences (%) | 0 | 100 | 100 | 100 | 100 | nan | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 0 | 0 | 0 | nan | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | nan |