Volatility Analysis

-
Volatility: 
Days Factor: 
2.85 -0.21(-6.86%)09/13/2024
Evaxion Biotech A/S (EVAX)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, EVAX current volatility is at 77.74%.
  • The 1-Month historical standard deviation is at 0.24.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.15
    20 Days0.14
    1 Month0.24
    3 Months 0.27
    100 Days 0.29
    6 Months 0.48
    9 Months 1.33
    Year-to-date1.20
    1 Year1.55
    3 Years1.84
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20242,204.42-95.8517.22-26.50109.6335.26-21.1020.25-15.80   -95.8535.262.79
    2023         -41.23-60.01-29.20-60.01-29.20-43.48
    Summary
    Avg Returns (%)2.00-95.8517.22-26.50109.6335.26-21.1020.25-15.80-41.23-60.01-29.20-95.85109.63-8.78
    Max Pos Return (%)2.00-95.8517.22-26.50109.6335.26-21.1020.25-15.80-41.23-60.01-29.20-95.8535.26-8.78
    Max Neg Return (%)2.00-95.8517.22-26.50109.6335.26-21.1020.25-15.80-41.23-60.01-29.20-95.8535.26-8.78
    Pos Occurences (%)1000100010010001000000010042
    Neg Occurences (%)01000100001000100100100100010058