Volatility | KlickAnalytics

Volatility Analysis

4.25 -0.14(-3.19%)09/06/2024
Eagle Pharmaceuticals Inc (EGRX)

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For the given dates, EGRX current volatility is at 76.58%.

The 1-Month historical standard deviation is at 0.38.

Historical Standard Deviation

Period	Value
1 Week	0.34
20 Days	0.31
1 Month	0.38
3 Months	0.77
100 Days	0.81
6 Months	0.74
9 Months	0.75
Year-to-date	0.78
1 Year	3.83
3 Years	17.25
5 Years	17.55

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	-23.23	59.50	-17.99	-4.40	56.36	-35.52	32.41	-30.18	30.61				-35.52	59.50	7.51
2023										42.10	359.07	-64.33	-64.33	359.07	112.28
Summary
Avg Returns (%)	-23.23	59.50	-17.99	-4.40	56.36	-35.52	32.41	-30.18	30.61	42.10	359.07	-64.33	-64.33	359.07	33.70
Max Pos Return (%)	-23.23	59.50	-17.99	-4.40	56.36	-35.52	32.41	-30.18	30.61	42.10	359.07	-64.33	-64.33	359.07	33.70
Max Neg Return (%)	-23.23	59.50	-17.99	-4.40	56.36	-35.52	32.41	-30.18	30.61	42.10	359.07	-64.33	-64.33	359.07	33.70
Pos Occurences (%)	0	100	0	0	100	0	100	0	100	100	100	0	0	100	50
Neg Occurences (%)	100	0	100	100	0	100	0	100	0	0	0	100	0	100	50