Volatility Analysis

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Volatility: 
Days Factor: 
1.62 -0.52(-24.30%)09/13/2024
EGIO (EGIO)
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  • For the given dates, EGIO current volatility is at 923.08%.
  • The 1-Month historical standard deviation is at 3.41.



  • Historical Standard Deviation
    PeriodValue
    1 Week4.42
    20 Days3.98
    1 Month3.41
    3 Months 2.09
    100 Days 1.98
    6 Months 1.46
    9 Months 1.19
    Year-to-date2.43
    1 Year1.04
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202458.78163.72-40.33-11.83-39.58-4.9310.8189.87545.74   -40.33545.7485.81
    2023         -39.2274.43-46.04-46.0474.43-3.61
    Summary
    Avg Returns (%)58.78163.72-40.33-11.83-39.58-4.9310.8189.87545.74-39.2274.43-46.04-46.04545.7463.45
    Max Pos Return (%)58.78163.72-40.33-11.83-39.58-4.9310.8189.87545.74-39.2274.43-46.04-46.04545.7463.45
    Max Neg Return (%)58.78163.72-40.33-11.83-39.58-4.9310.8189.87545.74-39.2274.43-46.04-46.04545.7463.45
    Pos Occurences (%)100100000010010010001000010050
    Neg Occurences (%)001001001001000001000100010050