Volatility Analysis
16.39 -0.50(-2.93%)09/06/2024
Genie Energy Ltd (GNE)
For the given dates, GNE current volatility is at 27.10%.
The 1-Month historical standard deviation is at 0.46.
Genie Energy Ltd (GNE)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.25 |
20 Days | 0.26 |
1 Month | 0.46 |
3 Months | 0.90 |
100 Days | 0.88 |
6 Months | 0.87 |
9 Months | 4.10 |
Year-to-date | 2.68 |
1 Year | 4.12 |
3 Years | 5.61 |
5 Years | 5.15 |
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 | -14.93 | -41.13 | 63.59 | -3.37 | -16.34 | -36.28 | 27.26 | -28.87 | 48.80 | -41.13 | 63.59 | -0.14 | |||
2023 | 6.96 | 9.23 | 31.52 | 6.96 | 31.52 | 15.90 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -14.93 | -41.13 | 63.59 | -3.37 | -16.34 | -36.28 | 27.26 | -28.87 | 48.80 | 6.96 | 9.23 | 31.52 | -41.13 | 63.59 | 3.87 |
Max Pos Return (%) | -14.93 | -41.13 | 63.59 | -3.37 | -16.34 | -36.28 | 27.26 | -28.87 | 48.80 | 6.96 | 9.23 | 31.52 | -41.13 | 63.59 | 3.87 |
Max Neg Return (%) | -14.93 | -41.13 | 63.59 | -3.37 | -16.34 | -36.28 | 27.26 | -28.87 | 48.80 | 6.96 | 9.23 | 31.52 | -41.13 | 63.59 | 3.87 |
Pos Occurences (%) | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 50 |