Volatility Analysis
0.05 0.01(18.75%)09/13/2024
Effector Therapeutics Inc (EFTR)
For the given dates, EFTR current volatility is at 170.61%.
The 1-Month historical standard deviation is at 2.29.
Effector Therapeutics Inc (EFTR)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 1.35 |
20 Days | 2.37 |
1 Month | 2.29 |
3 Months | 5.75 |
100 Days | 5.80 |
6 Months | 5.20 |
9 Months | 4.47 |
Year-to-date | 4.68 |
1 Year | 3.99 |
3 Years | 3.75 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 65.53 | -36.00 | 10.69 | 10.14 | -48.14 | 1,299.79 | -86.37 | 152.08 | -28.93 | -86.37 | 152.08 | 4.44 | |||
2023 | 293.95 | -47.33 | -47.33 | 293.95 | 123.31 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 65.53 | -36.00 | 10.69 | 10.14 | -48.14 | 1.00 | -86.37 | 152.08 | -28.93 | nan | 293.95 | -47.33 | -47.33 | 293.95 | nan |
Max Pos Return (%) | 65.53 | -36.00 | 10.69 | 10.14 | -48.14 | 1.00 | -86.37 | 152.08 | -28.93 | 0.00 | 293.95 | -47.33 | 0.00 | 293.95 | 23.89 |
Max Neg Return (%) | 65.53 | -36.00 | 10.69 | 10.14 | -48.14 | 1.00 | -86.37 | 152.08 | -28.93 | 0.00 | 293.95 | -47.33 | 0.00 | 293.95 | 23.89 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |