Volatility Analysis

-
Volatility: 
Days Factor: 
8.93 -0.09(-1.02%)09/06/2024
Cohen & Company Inc (COHN)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, COHN current volatility is at 50.89%.
  • The 1-Month historical standard deviation is at 0.64.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.24
    20 Days0.59
    1 Month0.64
    3 Months 0.93
    100 Days 0.94
    6 Months 1.32
    9 Months 1.31
    Year-to-date1.32
    1 Year1.39
    3 Years2.99
    5 Years5.04
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20241.9643.1521.65-46.43187.17-54.5051.6248.28-42.85   -54.50187.1723.34
    2023         -38.07-20.46-22.88-38.07-20.46-27.14
    Summary
    Avg Returns (%)1.9643.1521.65-46.43187.17-54.5051.6248.28-42.85-38.07-20.46-22.88-54.50187.1710.72
    Max Pos Return (%)1.9643.1521.65-46.43187.17-54.5051.6248.28-42.85-38.07-20.46-22.88-54.50187.1710.72
    Max Neg Return (%)1.9643.1521.65-46.43187.17-54.5051.6248.28-42.85-38.07-20.46-22.88-54.50187.1710.72
    Pos Occurences (%)100100100010001001000000010050
    Neg Occurences (%)000100010000100100100100010050