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)
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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 |