10-day Volatility
13.04%
-1.10%-7.78%
27 November 2024
1-month Volatility
12.78%
-0.45%-3.40%
27 November 2024
3-month Volatility
15.89%
+0.08%+0.51%
27 November 2024
1-year Volatility
15.98%
+0.01%+0.06%
27 November 2024
Summary:
S&P Global stock 10-day historical volatility is 13.04%, with the most recent change of -1.10% (-7.78%) on 27 November 2024.SPGI Volatility Chart
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SPGI Volatility Performance
| PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
|---|---|---|---|---|
| todaytoday | -7.8% | -3.4% | +0.5% | +0.1% |
| 1 m1 month | -42.6% | -39.4% | -4.2% | -8.5% |
| 3 m3 months | +106.3% | -20.2% | -4.3% | -10.4% |
| 6 m6 months | -13.8% | +1.4% | +23.1% | -17.3% |
| ytdytd | -6.4% | -16.2% | -24.8% | -27.3% |
| 1 y1 year | -1.9% | -49.6% | -29.0% | -30.5% |
| 5 y5 years | +4.4% | -23.8% | -25.2% | -25.6% |
SPGI Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 22.72% | -42.6% | 10.73% | -17.7% |
| 3 m | 3 months | 24.75% | -47.3% | 5.87% | -55.0% |
| 6 m | 6 months | 25.36% | -48.6% | 5.87% | -55.0% |
| 1 y | 1 year | 32.13% | -59.4% | 4.60% | -64.7% |
| 3 y | 3 years | 59.47% | -78.1% | 4.60% | -64.7% |
| 5 y | 5 years | 159.18% | -91.8% | 4.60% | -64.7% |
| alltime | all time | 173.21% | -92.5% | 3.40% | -73.9% |
S&P Global Stock Volatility History
| Date | Value |
|---|---|
| 2024 | 13.04%(-6.4%) |
| 2023 | 13.93%(-42.7%) |
| 2022 | 24.33%(+25.8%) |
| 2021 | 19.34%(+25.9%) |
| 2020 | 15.36%(+56.9%) |
| 2019 | 9.79%(-67.1%) |
| 2018 | 29.75%(+129.2%) |
| 2017 | 12.98%(+37.5%) |
| 2016 | 9.44%(-59.4%) |
| 2015 | 23.25%(+14.0%) |
| 2014 | 20.39%(+11.1%) |
| 2013 | 18.36%(+0.1%) |
| 2012 | 18.34%(-26.4%) |
| 2011 | 24.92%(+174.1%) |
| 2010 | 9.09%(-49.4%) |
| 2009 | 17.95%(-40.8%) |
| 2008 | 30.34%(+29.3%) |
| 2007 | 23.46%(+157.2%) |
| 2006 | 9.12%(-20.5%) |
| 2005 | 11.47%(-0.9%) |
| 2004 | 11.57%(+10.0%) |
| 2003 | 10.52%(-49.8%) |
| 2002 | 20.97%(+10.4%) |
| 2001 | 19.00%(-26.4%) |
| 2000 | 25.80%(-12.8%) |
| 1999 | 29.60%(+27.8%) |
| Date | Value |
|---|---|
| 1998 | 23.16%(-14.7%) |
| 1997 | 27.15%(+98.2%) |
| 1996 | 13.70%(+31.0%) |
| 1995 | 10.46%(+8.4%) |
| 1994 | 9.65%(+39.9%) |
| 1993 | 6.90%(-51.9%) |
| 1992 | 14.34%(-15.5%) |
| 1991 | 16.97%(+12.8%) |
| 1990 | 15.04%(-40.9%) |
| 1989 | 25.44%(+3.8%) |
| 1988 | 24.50%(+4.1%) |
| 1987 | 23.53%(+82.4%) |
| 1986 | 12.90%(+45.8%) |
| 1985 | 8.85%(-68.8%) |
| 1984 | 28.40%(-21.9%) |
| 1983 | 36.38%(+57.1%) |
| 1982 | 23.15%(+31.5%) |
| 1981 | 17.61%(-41.0%) |
| 1980 | 29.85%(+25.1%) |
| 1979 | 23.86%(-14.0%) |
| 1978 | 27.75%(+54.6%) |
| 1977 | 17.95%(-18.2%) |
| 1976 | 21.95%(-29.5%) |
| 1975 | 31.12%(-37.7%) |
| 1974 | 49.93%(-17.0%) |
| 1973 | 60.19% |
FAQ
- What is S&P Global 10-day historical volatility?
- What is the all time high 10-day volatility for S&P Global?
- What is SPGI 10-day historical volatility year-to-date change?
- What is S&P Global 10-day volatility year-on-year change?
What is S&P Global 10-day historical volatility?
The current 10-day volatility of SPGI is 13.04%
What is the all time high 10-day volatility for S&P Global?
S&P Global all-time high 10-day historical volatility is 173.21%
What is SPGI 10-day historical volatility year-to-date change?
S&P Global 10-day historical volatility has changed by -0.89% (-6.39%) since the beginning of the year
What is S&P Global 10-day volatility year-on-year change?
Over the past year, SPGI 10-day historical volatility has changed by -0.26% (-1.95%)