Volatility Analysis

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Volatility: 
Days Factor: 
2.80 -0.12(-4.11%)09/16/2024
Evogene Ltd (EVGN)
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  • For the given dates, EVGN current volatility is at 45.43%.
  • The 1-Month historical standard deviation is at 0.48.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.08
    20 Days0.28
    1 Month0.48
    3 Months 1.72
    100 Days 1.72
    6 Months 1.50
    9 Months 1.28
    Year-to-date1.32
    1 Year1.16
    3 Years0.83
    5 Years1.50
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-9.2720.10-52.6948.1912.63-31.551,775.00-91.80-46.67   -91.8048.19-16.67
    2023          2.2914.782.2914.788.54
    Summary
    Avg Returns (%)-9.2720.10-52.6948.1912.63-31.551.00-91.80-46.67nan2.2914.782.2948.19nan
    Max Pos Return (%)-9.2720.10-52.6948.1912.63-31.551.00-91.80-46.670.002.2914.780.0048.19-11.08
    Max Neg Return (%)-9.2720.10-52.6948.1912.63-31.551.00-91.80-46.670.002.2914.780.0048.19-11.08
    Pos Occurences (%)01000100100010000nan100100100100nan
    Neg Occurences (%)1000100001000100100nan000100nan