Volatility Analysis

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Volatility: 
Days Factor: 
7.72 0.01(0.13%)09/06/2024
Enel Spa (ENLAY)
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  • For the given dates, ENLAY current volatility is at 15.25%.
  • The 1-Month historical standard deviation is at 0.26.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.09
    20 Days0.15
    1 Month0.26
    3 Months 0.23
    100 Days 0.22
    6 Months 0.39
    9 Months 0.38
    Year-to-date0.39
    1 Year0.48
    3 Years0.94
    5 Years1.11
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-41.8027.14-14.4214.7526.5158.98-26.28-32.3210.96   -41.8058.982.61
    2023         36.32-5.07-9.04-9.0436.327.40
    Summary
    Avg Returns (%)-41.8027.14-14.4214.7526.5158.98-26.28-32.3210.9636.32-5.07-9.04-41.8058.983.81
    Max Pos Return (%)-41.8027.14-14.4214.7526.5158.98-26.28-32.3210.9636.32-5.07-9.04-41.8058.983.81
    Max Neg Return (%)-41.8027.14-14.4214.7526.5158.98-26.28-32.3210.9636.32-5.07-9.04-41.8058.983.81
    Pos Occurences (%)010001001001000010010000010050
    Neg Occurences (%)100010000010010000100100010050