Volatility Analysis
4.25 -0.14(-3.19%)09/06/2024
Eagle Pharmaceuticals Inc (EGRX)
For the given dates, EGRX current volatility is at 76.58%.
The 1-Month historical standard deviation is at 0.38.
Eagle Pharmaceuticals Inc (EGRX)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
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 |