Volatility Analysis

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Volatility: 
Days Factor: 
47.68 0.00(0.00%)09/05/2024
Hannover Ruck SE (HVRRY)
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  • For the given dates, HVRRY current volatility is at 11.08%.
  • The 1-Month historical standard deviation is at 3.44.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.18
    20 Days1.17
    1 Month3.44
    3 Months 2.48
    100 Days 2.44
    6 Months 2.13
    9 Months 37.34
    Year-to-date34.81
    1 Year37.21
    3 Years23.55
    5 Years19.05
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202410.28-5.0387.74-43.21-8.6062.55-1.96-58.223.74   -58.2287.745.25
    2023         78.02-4.38-27.87-27.8778.0215.26
    Summary
    Avg Returns (%)10.28-5.0387.74-43.21-8.6062.55-1.96-58.223.7478.02-4.38-27.87-58.2287.747.76
    Max Pos Return (%)10.28-5.0387.74-43.21-8.6062.55-1.96-58.223.7478.02-4.38-27.87-58.2287.747.76
    Max Neg Return (%)10.28-5.0387.74-43.21-8.6062.55-1.96-58.223.7478.02-4.38-27.87-58.2287.747.76
    Pos Occurences (%)1000100001000010010000010042
    Neg Occurences (%)01000100100010010000100100010058