Volatility Analysis

-
Volatility: 
Days Factor: 
46.20 -0.73(-1.55%)09/16/2024
A-Mark Precious Metals Inc (AMRK)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, AMRK current volatility is at 39.61%.
  • The 1-Month historical standard deviation is at 4.05.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.40
    20 Days3.87
    1 Month4.05
    3 Months 3.46
    100 Days 3.34
    6 Months 3.93
    9 Months 5.14
    Year-to-date5.24
    1 Year5.02
    3 Years4.27
    5 Years11.44
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20243.17-15.7326.28-13.956.84-21.654.9774.91-23.84   -23.8474.914.56
    2023          90.4372.5372.5390.4381.48
    Summary
    Avg Returns (%)3.17-15.7326.28-13.956.84-21.654.9774.91-23.84nan90.4372.5372.5390.43nan
    Max Pos Return (%)3.17-15.7326.28-13.956.84-21.654.9774.91-23.840.0090.4372.530.0090.4317.00
    Max Neg Return (%)3.17-15.7326.28-13.956.84-21.654.9774.91-23.840.0090.4372.530.0090.4317.00
    Pos Occurences (%)1000100010001001000nan100100100100nan
    Neg Occurences (%)01000100010000100nan000100nan