Volatility Analysis

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Volatility: 
Days Factor: 
14.72 0.25(1.73%)09/13/2024
Escalade, Inc. (ESCA)
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  • For the given dates, ESCA current volatility is at 79.56%.
  • The 1-Month historical standard deviation is at 0.60.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.61
    20 Days0.66
    1 Month0.60
    3 Months 0.74
    100 Days 0.71
    6 Months 0.58
    9 Months 2.39
    Year-to-date1.84
    1 Year2.51
    3 Years2.63
    5 Years4.08
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-6.34-20.457.68-1.37-40.2672.55-19.1255.7361.26   -40.2672.5512.19
    2023          -25.2440.99-25.2440.997.88
    Summary
    Avg Returns (%)-6.34-20.457.68-1.37-40.2672.55-19.1255.7361.26nan-25.2440.99-25.2472.55nan
    Max Pos Return (%)-6.34-20.457.68-1.37-40.2672.55-19.1255.7361.260.00-25.2440.990.0072.5510.45
    Max Neg Return (%)-6.34-20.457.68-1.37-40.2672.55-19.1255.7361.260.00-25.2440.990.0072.5510.45
    Pos Occurences (%)00100001000100100nan01000100nan
    Neg Occurences (%)1001000100100010000nan10000100nan