Volatilidad Histórica Manual

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BYMA Diferencia Diaria Rendimiento Desviación STD

Día Cierre =LN(B3/B4) Suma(C3:C260) =Desvest(C3:C260)


23/07/20 471 0.64% 51.30% 2.404%
22/07/20 468 5.26%
21/07/20 444 -0.56%
20/07/20 446.5 1.47%
17/07/20 440 1.83%
16/07/20 432 -0.23%
15/07/20 433 1.16%
14/07/20 428 0.94%
13/07/20 424 1.43%
08/07/20 418 1.08%
07/07/20 413.5 2.08%
06/07/20 405 7.56%
03/07/20 375.5 -1.85%
02/07/20 382.5 -0.13%
01/07/20 383 0.92%
30/06/20 379.5 -2.73%
29/06/20 390 -0.64%
27/06/20 392.5 0.00%
26/06/20 392.5 -1.64%
25/06/20 399 1.77%
24/06/20 392 -0.13%
23/06/20 392.5 1.80%
22/06/20 385.5 -0.65%
19/06/20 388 3.81%
18/06/20 373.5 -4.32%
17/06/20 390 -0.26%
16/06/20 391 0.90%
12/06/20 387.5 2.22%
11/06/20 379 -4.01%
10/06/20 394.5 1.53%
09/06/20 388.5 -3.29%
08/06/20 401.5 0.25%
05/06/20 400.5 1.64%
04/06/20 394 -2.63%
03/06/20 404.5 2.12%
02/06/20 396 2.17%
01/06/20 387.5 1.56%
29/05/20 381.5 -1.30%
28/05/20 386.5 -0.64%
27/05/20 389 -0.51%
26/05/20 391 -1.90%
22/05/20 398.5 1.14%
21/05/20 394 -1.26%
20/05/20 399 2.03%
19/05/20 391 4.04%
18/05/20 375.5 2.97%
15/05/20 364.5 5.50%
14/05/20 345 9.42%
13/05/20 314 -0.16%
12/05/20 314.5 3.40%
11/05/20 304 3.01%
08/05/20 295 1.19%
07/05/20 291.5 2.96%
06/05/20 283 2.87%
05/05/20 275 1.28%
04/05/20 271.5 -3.08%
30/04/20 280 -2.29%
29/04/20 286.5 -0.87%
28/04/20 289 6.06%
27/04/20 272 0.74%
24/04/20 270 -4.35%
23/04/20 282 -1.06%
22/04/20 285 -0.70%
21/04/20 287 3.55%
20/04/20 277 4.62%
17/04/20 264.5 -0.19%
16/04/20 265 -5.15%
15/04/20 279 5.72%
14/04/20 263.5 4.07%
13/04/20 253 7.81%
08/04/20 234 1.72%
07/04/20 230 0.11%
06/04/20 229.75 1.20%
03/04/20 227 -1.64%
02/04/20 230.75 -1.40%
01/04/20 234 -0.43%
30/03/20 235 -3.45%
27/03/20 243.25 1.97%
26/03/20 238.5 -1.87%
25/03/20 243 0.00%
25/03/20 243 1.24%
20/03/20 240 -3.68%
19/03/20 249 5.68%
18/03/20 235.25 -11.34%
17/03/20 263.5 1.92%
16/03/20 258.5 -2.67%
13/03/20 265.5 -3.15%
12/03/20 274 -3.41%
11/03/20 283.5 0.53%
10/03/20 282 4.91%
09/03/20 268.5 -7.01%
06/03/20 288 -0.69%
05/03/20 290 -2.05%
04/03/20 296 1.02%
03/03/20 293 -1.69%
02/03/20 298 4.29%
28/02/20 285.5 1.77%
27/02/20 280.5 -3.16%
26/02/20 289.5 -5.22%
21/02/20 305 0.49%
20/02/20 303.5 2.84%
19/02/20 295 -1.51%
18/02/20 299.5 -2.15%
17/02/20 306 2.31%
14/02/20 299 4.10%
13/02/20 287 -1.04%
12/02/20 290 6.22%
11/02/20 272.5 -1.28%
10/02/20 276 2.38%
07/02/20 269.5 3.59%
06/02/20 260 -0.77%
05/02/20 262 -0.95%
04/02/20 264.5 -0.94%
03/02/20 267 0.94%
31/01/20 264.5 -4.07%
30/01/20 275.5 -5.99%
29/01/20 292.5 -0.34%
28/01/20 293.5 3.82%
27/01/20 282.5 -3.65%
24/01/20 293 -1.69%
23/01/20 298 -1.66%
22/01/20 303 -0.82%
21/01/20 305.5 0.33%
20/01/20 304.5 0.00%
17/01/20 304.5 2.49%
16/01/20 297 2.39%
15/01/20 290 -0.86%
14/01/20 292.5 -2.53%
13/01/20 300 -1.32%
10/01/20 304 0.49%
09/01/20 302.5 1.16%
08/01/20 299 -3.61%
07/01/20 310 0.00%
06/01/20 310 -1.44%
03/01/20 314.5 -0.63%
02/01/20 316.5 -1.57%
30/12/19 321.5 -0.16%
27/12/19 322 -1.39%
26/12/19 326.5 7.14%
23/12/19 304 1.83%
20/12/19 298.5 -0.17%
19/12/19 299 2.71%
18/12/19 291 0.17%
17/12/19 290.5 -1.37%
16/12/19 294.5 2.41%
13/12/19 287.5 2.64%
12/12/19 280 4.01%
11/12/19 269 1.12%
10/12/19 266 -1.86%
09/12/19 271 -3.62%
06/12/19 281 3.26%
05/12/19 272 0.18%
04/12/19 271.5 4.52%
03/12/19 259.5 4.43%
02/12/19 248.25 -2.49%
29/11/19 254.5 2.39%
28/11/19 248.5 -0.60%
27/11/19 250 4.50%
26/11/19 239 -4.50%
25/11/19 250 2.43%
22/11/19 244 -0.41%
21/11/19 245 -2.62%
20/11/19 251.5 0.70%
15/11/19 249.75 4.82%
14/11/19 238 -9.22%
13/11/19 261 -2.65%
12/11/19 268 -5.09%
11/11/19 282 0.71%
08/11/19 280 -3.16%
07/11/19 289 1.57%
06/11/19 284.5 -1.74%
05/11/19 289.5 0.69%
04/11/19 287.5 0.87%
01/11/19 285 3.21%
31/10/19 276 10.70%
30/10/19 248 9.29%
29/10/19 226 7.82%
28/10/19 209 -5.13%
25/10/19 220 0.00%
24/10/19 220 0.00%
23/10/19 220 3.12%
22/10/19 213.25 -3.34%
21/10/19 220.5 -0.23%
18/10/19 221 -0.34%
17/10/19 221.75 0.79%
16/10/19 220 -0.45%
15/10/19 221 -0.45%
11/10/19 222 0.23%
10/10/19 221.5 -0.56%
09/10/19 222.75 1.02%
08/10/19 220.5 -1.13%
07/10/19 223 1.24%
04/10/19 220.25 -0.11%
03/10/19 220.5 -2.68%
02/10/19 226.5 1.11%
01/10/19 224 0.45%
30/09/19 223 0.90%
27/09/19 221 0.00%
26/09/19 221 0.45%
25/09/19 220 2.88%
24/09/19 213.75 -3.79%
20/09/19 222 -0.90%
19/09/19 224 2.94%
18/09/19 217.5 -1.26%
16/09/19 220.25 1.14%
13/09/19 217.75 -0.69%
12/09/19 219.25 -0.11%
11/09/19 219.5 -0.34%
10/09/19 220.25 0.11%
09/09/19 220 -0.57%
06/09/19 221.25 -0.11%
05/09/19 221.5 4.74%
04/09/19 211.25 8.78%
03/09/19 193.5 -6.74%
02/09/19 207 3.19%
30/08/19 200.5 -0.12%
29/08/19 200.75 -2.94%
28/08/19 206.75 1.83%
27/08/19 203 -7.24%
26/08/19 218.25 -2.93%
23/08/19 224.75 -4.78%
22/08/19 235.75 -1.05%
21/08/19 238.25 0.42%
20/08/19 237.25 -6.43%
16/08/19 253 7.59%
15/08/19 234.5 5.25%
14/08/19 222.5 -1.01%
13/08/19 224.75 11.54%
12/08/19 200.25 -57.40%
09/08/19 355.5 0.85%
08/08/19 352.5 -0.57%
07/08/19 354.5 -1.96%
06/08/19 361.5 -0.55%
05/08/19 363.5 -2.71%
02/08/19 373.5 1.89%
01/08/19 366.5 -1.22%
31/07/19 371 -0.13%
30/07/19 371.5 -0.40%
29/07/19 373 1.08%
26/07/19 369 7.60%
25/07/19 342 0.73%
24/07/19 339.5 4.36%
23/07/19 325 3.44%
22/07/19 314 -2.05%
19/07/19 320.5 -1.09%
18/07/19 324 -0.15%
17/07/19 324.5 -2.28%
16/07/19 332 -2.38%
15/07/19 340 -5.02%
12/07/19 357.5 -0.14%
11/07/19 358 -2.35%
10/07/19 366.5 -0.41%
05/07/19 368 0.96%
04/07/19 364.5 0.27%
03/07/19 363.5 -1.37%
02/07/19 368.5 1.78%
01/07/19 362 -2.46%
28/06/19 371 0.13%
27/06/19 370.5 2.46%
26/06/19 361.5 0.28%
25/06/19 360.5 -0.14%
24/06/19 361
Volatilidad
*RAIZ 252
38%
Acción AyRA

Período Cotización Rendimiento Volatilidad DiVolatilidad Anual


1 769.1
2 758.95 -0.0132851
3 754.2 -0.00627831 0.00495455
4 745.65 -0.01140126 0.00362603 5.85%
5 739.25 -0.00862016 0.00308043 4.97%
6 727 -0.01670968 0.00404987 6.53%
7 708.85 -0.02528254 0.00677482 10.92%
8 680.9 -0.04022849 0.01181415 19.05%
9 669.9 -0.016287 0.01094487 17.65%
10 664 -0.0088463 0.01061531 17.12%
11 671.75 0.0116041 0.01334827 21.52%
12 627.9 -0.06750533 0.02166026 34.93%
13 633.2 0.00840541 0.02306717 37.19%
14 623.05 -0.01615956 0.02297659 37.05%
15 602.1 -0.03420323 0.02324345 37.48%
16 615.3 0.02168641 0.02683665 43.27%
17 608.85 -0.01053802 0.02671638 43.08%
18 618.45 0.01564442 0.0267446 43.12%
19 597.9 -0.03379283 0.02778228 44.80%
20 611.1 0.0218371 0.02971891 47.92%
21 608.65 -0.00401722 0.0289571 46.69%
22 621.85 0.02145552 0.02214512 35.71%
23 582.7 -0.06502643 0.02960861 47.74%
24 623.1 0.06703455 0.03773197 60.84%
25 655.85 0.05122508 0.03878186 62.53%
26 669.7 0.02089775 0.03875297 62.49%
27 667.75 -0.002916 0.03841098 61.94%
28 725.2 0.08253363 0.04492331 72.44%
29 739.6 0.01966202 0.04139175 66.74%
30 753.05 0.01802213 0.04140351 66.76%
31 675.6 -0.10853044 0.0581804 93.81%
32 668.75 -0.01019089 0.05837475 94.13%
33 664.6 -0.00622494 0.0529968 85.45%
34 626.6 -0.05887698 0.05372486 86.63%
35 590.2 -0.05984692 0.05356784 86.38%
36 561.4 -0.0500278 0.05363718 86.49%
37 567.75 0.01124752 0.05425265 87.48%
38 589.9 0.03827185 0.04656063 75.08%
39 571.6 -0.03151358 0.04439989 71.59%
40 548.6 -0.04106987 0.04177939 67.37%
41 551.5 0.00527226 0.03312127 53.41%
42 533.3 -0.03355772 0.03315339 53.46%
43 522.2 -0.02103346 0.03266623 52.67%
44 527.25 0.00962416 0.03173541 51.17%
45 510.95 -0.03140308 0.02861603 46.14%
46 510.2 -0.00146893 0.02589254 41.75%
47 486.85 -0.04684674 0.02718927 43.84%
48 519.65 0.06519944 0.03365664 54.27%
49 490.7 -0.05732256 0.03615796 58.30%
50 477.8 -0.02664071 0.03529109 56.91%
51 464.3 -0.02866134 0.0348806 56.24%
52 439.8 -0.05421082 0.03652855 58.90%
53 440.35 0.00124979 0.03708489 59.80%
54 419.6 -0.04826799 0.03697706 59.62%
55 433.5 0.03258992 0.04068172 65.60%
56 451.65 0.04101575 0.04446145 71.69%
57 439.55 -0.02715607 0.0431734 69.62%
58 376.15 -0.15576348 0.05516403 88.95%
59 370.3 -0.01567451 0.05463602 88.10%
60 396.75 0.06899287 0.06270398 101.11%
61 394.4 -0.00594074 0.06271008 101.12%
62 381.1 -0.03430381 0.06168101 99.46%
63 397.2 0.04137812 0.06406614 103.30%
64 401.85 0.01163895 0.06291321 101.44%
65 400.6 -0.00311546 0.06158473 99.30%
66 437.05 0.08708418 0.06712382 108.23%
67 432.55 -0.01034968 0.06666861 107.50%
68 406.1 -0.06309849 0.04614028 74.40%
69 404.1 -0.00493706 0.04565932 73.62%
70 378.45 -0.06557841 0.04575716 73.78%
71 391.8 0.03466754 0.04740913 76.44%
72 388.35 -0.00884451 0.04606633 74.28%
73 383 -0.01387201 0.04407346 71.07%
74 366 -0.04540166 0.0455429 73.44%
75 345.5 -0.05764069 0.04791638 77.26%
76 340.8 -0.01369685 0.03209284 51.75%
77 356.15 0.0440562 0.03875005 62.48%
78 377.9 0.05927762 0.04256444 68.63%
79 319.1 -0.16912508 0.06652102 107.26%
80 282.8 -0.1207646 0.07241692 116.77%
81 235.6 -0.18260448 0.08297225 133.79%
82 318.3 0.30085888 0.13916808 224.40%
83 353 0.10347372 0.14457427 233.12%
84 404.35 0.13581278 0.15061785 242.86%
85 419.7 0.03725933 0.14886442 240.04%
86 479 0.13216043 0.15235982 245.67%
87 517.1 0.07653568 0.15294214 246.61%
88 459.95 -0.11711849 0.16012776 258.20%
89 604.05 0.27253919 0.16315613 263.08%
90 637.85 0.05444617 0.15001018 241.88%
91 669.1 0.04783038 0.11957117 192.80%
92 666.15 -0.00441866 0.10142814 163.55%
93 664.9 -0.00187822 0.10346054 166.83%
94 659.25 -0.00853383 0.10228501 164.93%
95 679.2 0.02981281 0.10240606 165.12%
96 701.55 0.03237654 0.09807928 158.15%
97 767.5 0.08984631 0.09874602 159.22%
98 784.15 0.02146185 0.08275484 133.44%
99 773.75 -0.0133515 0.03310944 53.39%
100 769.65 -0.00531296 0.03254401 52.48%
101 785.2 0.0200026 0.03093421 49.88%
102 776.55 -0.01107743 0.03148927 50.77%
103 766.6 -0.01289588 0.0323397 52.15%
104 789.4 0.02930801 0.03158489 50.93%
105 795.2 0.00732049 0.03145213 50.72%
106 826.2 0.03824322 0.03184857 51.35%
107 818.5 -0.00936348 0.01945104 31.36%
108 828.9 0.01262612 0.01888497 30.45%
109 825.95 -0.00356528 0.01803091 29.07%
110 812.95 -0.01586463 0.01907914 30.76%
111 815.65 0.00331573 0.01838428 29.64%
112 787.2 -0.035503 0.02187284 35.27%
113 806.1 0.02372546 0.0222823 35.93%
114 798.4 -0.00959808 0.02092646 33.74%
115 795.55 -0.00357603 0.02085207 33.62%
116 794.25 -0.00163543 0.01597877 25.76%
117 796.4 0.0027033 0.01597965 25.77%
118 810.2 0.01717956 0.01652175 26.64%
119 825.45 0.01864756 0.01777566 28.66%
120 810.2 -0.01864756 0.01806993 29.14%
121 853.25 0.05177146 0.02450857 39.52%
122 829.8 -0.02786788 0.02320809 37.42%
123 860.2 0.03598021 0.02457422 39.62%
124 855.8 -0.00512822 0.02428794 39.16%
125 852.85 -0.00345302 0.02428205 39.15%
126 852.65 -0.00023454 0.02423097 39.07%
127 858.05 0.00631323 0.02418512 39.00%
128 853.95 -0.00478973 0.02420154 39.02%
129 843.3 -0.01254988 0.02429452 39.17%
130 837.9 -0.006424 0.02342436 37.77%
131 860.8 0.02696343 0.01853016 29.88%
132 841.6 -0.02255735 0.01767088 28.49%
133 837.85 -0.00446576 0.01285103 20.72%
245 0 0.00%
246 0 0.00%
247 0 0.00%
248 0 0.00%
249 0 0.00%
250 0 0.00%
latilidad Anual

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