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Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
As of today (2024-05-02), Illinois Tool Works's Volatility is 26.75%.
For the Specialty Industrial Machinery subindustry, Illinois Tool Works's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
For the Industrial Products industry and Industrials sector, Illinois Tool Works's Volatility distribution charts can be found below:
* The bar in red indicates where Illinois Tool Works's Volatility falls into.
The annualized volatility is calculated as following:
σA | = | σM | * | √12 |
= | √ 1/(n-1) ∑(Ri - R')^2 | * | √12 |
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
Illinois Tool Works (NYSE:ITW) Volatility Explanation
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Thank you for viewing the detailed overview of Illinois Tool Works's Volatility provided by GuruFocus.com. Please click on the following links to see related term pages.
Smith David Byron Jr | director | 155 HARLEM AVE., GLENVIEW IL 60025 |
Randall J Scheuneman | officer: VP & Chief Accounting Officer | 155 HARLEM AVE., GLENVIEW IL 60025 |
Christopher A O'herlihy | officer: Executive Vice President | 155 HARLEM AVE., GLENVIEW IL 60025 |
Ernest Scott Santi | director, officer: President & CEO | ILLINOIS TOOL WORKS INC., 155 HARLEM AVE., GLENVIEW IL 60025 |
Michael M Larsen | officer: SVP & CFO | ILLINOIS TOOL WORKS INC., 155 HARLEM AVE., GLENVIEW IL 60025 |
Kelly J Grier | director | 155 HARLEM AVE., GLENVIEW IL 60025 |
Lei Zhang Schlitz | officer: Executive Vice President | 5757 N. GREENBAY AVENUE, GLENDALE WI 53129 |
Patricia A. Hartzell | officer: Executive Vice President | 155 HARLEM AVE., GLENVIEW IL 60025 |
Javier Gracia Carbonell | officer: Executive Vice President | 155 HARLEM AVE., GLENVIEW IL 60025 |
Mary Katherine Lawler | officer: SVP & Chief HR Officer | ILLINOIS TOOL WORKS INC., 155 HARLEM AVE, GLENVIEW IL 60025 |
Jay L Henderson | director | 50 SOUTH LASALLE ST, CHICAGO IL 60603 |
Jennifer Kaplan Schott | officer: SVP, General Counsel & Secy. | 155 HARLEM AVE., GLENVIEW IL 60025 |
Darrell L Ford | director | 55 GLENLAKE PARKWAY, NE, ATLANTA GA 30328 |
Finch Norman D. Jr. | officer: Sr. VP, General Counsel & Secy | C/O ILLINOIS TOOL WORKS INC., 155 HARLEM AVE., GLENVIEW IL 60025 |
Michael R. Zimmerman | officer: Executive Vice President | 155 HARLEM AVE., GLENVIEW IL 60025 |
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