Volatility Analysis
14.72 0.25(1.73%)09/13/2024
Escalade, Inc. (ESCA)
For the given dates, ESCA current volatility is at 79.56%.
The 1-Month historical standard deviation is at 0.60.
Escalade, Inc. (ESCA)
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Historical Standard Deviation
Period | Value |
1 Week | 0.61 |
20 Days | 0.66 |
1 Month | 0.60 |
3 Months | 0.74 |
100 Days | 0.71 |
6 Months | 0.58 |
9 Months | 2.39 |
Year-to-date | 1.84 |
1 Year | 2.51 |
3 Years | 2.63 |
5 Years | 4.08 |
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 | -6.34 | -20.45 | 7.68 | -1.37 | -40.26 | 72.55 | -19.12 | 55.73 | 61.26 | -40.26 | 72.55 | 12.19 | |||
2023 | -25.24 | 40.99 | -25.24 | 40.99 | 7.88 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -6.34 | -20.45 | 7.68 | -1.37 | -40.26 | 72.55 | -19.12 | 55.73 | 61.26 | nan | -25.24 | 40.99 | -25.24 | 72.55 | nan |
Max Pos Return (%) | -6.34 | -20.45 | 7.68 | -1.37 | -40.26 | 72.55 | -19.12 | 55.73 | 61.26 | 0.00 | -25.24 | 40.99 | 0.00 | 72.55 | 10.45 |
Max Neg Return (%) | -6.34 | -20.45 | 7.68 | -1.37 | -40.26 | 72.55 | -19.12 | 55.73 | 61.26 | 0.00 | -25.24 | 40.99 | 0.00 | 72.55 | 10.45 |
Pos Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | nan | 100 | 0 | 0 | 100 | nan |