Volatility Analysis

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Volatility: 
Days Factor: 
59.74 -0.68(-1.13%)09/06/2024
Evergy Inc (EVRG)
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  • For the given dates, EVRG current volatility is at 11.94%.
  • The 1-Month historical standard deviation is at 0.59.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.48
    20 Days0.74
    1 Month0.59
    3 Months 2.75
    100 Days 2.71
    6 Months 2.75
    9 Months 2.88
    Year-to-date2.97
    1 Year2.90
    3 Years5.96
    5 Years5.84
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-7.84-2.628.38-9.5833.73-56.113.3827.42-9.29   -56.1133.73-1.39
    2023         -1.98-32.3964.87-32.3964.8710.17
    Summary
    Avg Returns (%)-7.84-2.628.38-9.5833.73-56.113.3827.42-9.29-1.98-32.3964.87-56.1164.871.50
    Max Pos Return (%)-7.84-2.628.38-9.5833.73-56.113.3827.42-9.29-1.98-32.3964.87-56.1164.871.50
    Max Neg Return (%)-7.84-2.628.38-9.5833.73-56.113.3827.42-9.29-1.98-32.3964.87-56.1164.871.50
    Pos Occurences (%)0010001000100100000100010042
    Neg Occurences (%)10010001000100001001001000010058