Volatility Analysis

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Volatility: 
Days Factor: 
23.59 0.50(2.17%)09/13/2024
Ennis Inc. (EBF)
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  • For the given dates, EBF current volatility is at 20.95%.
  • The 1-Month historical standard deviation is at 0.37.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.29
    20 Days0.33
    1 Month0.37
    3 Months 0.76
    100 Days 0.89
    6 Months 1.40
    9 Months 1.29
    Year-to-date1.30
    1 Year1.13
    3 Years1.90
    5 Years2.47
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-60.6228.0125.64-24.35-17.1174.74-5.42-45.5572.37   -60.6274.745.30
    2023          -20.16179.15-20.16179.1579.50
    Summary
    Avg Returns (%)-60.6228.0125.64-24.35-17.1174.74-5.42-45.5572.37nan-20.16179.15-20.16179.15nan
    Max Pos Return (%)-60.6228.0125.64-24.35-17.1174.74-5.42-45.5572.370.00-20.16179.150.00179.1517.23
    Max Neg Return (%)-60.6228.0125.64-24.35-17.1174.74-5.42-45.5572.370.00-20.16179.150.00179.1517.23
    Pos Occurences (%)01001000010000100nan01000100nan
    Neg Occurences (%)1000010010001001000nan10000100nan