Volatility Analysis
58.55 0.99(1.71%)09/13/2024
Jefferies Financial Group Inc (JEF)
For the given dates, JEF current volatility is at 32.99%.
The 1-Month historical standard deviation is at 1.14.
Jefferies Financial Group Inc (JEF)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.69 |
| 20 Days | 1.14 |
| 1 Month | 1.14 |
| 3 Months | 4.47 |
| 100 Days | 5.00 |
| 6 Months | 5.73 |
| 9 Months | 6.29 |
| Year-to-date | 6.17 |
| 1 Year | 7.40 |
| 3 Years | 6.80 |
| 5 Years | 10.25 |
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 | -41.21 | 28.48 | 86.48 | -13.55 | -32.72 | 91.67 | -25.49 | -24.02 | 75.27 | -41.21 | 91.67 | 16.10 | |||
| 2023 | -52.94 | 61.61 | -52.94 | 61.61 | 4.34 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -41.21 | 28.48 | 86.48 | -13.55 | -32.72 | 91.67 | -25.49 | -24.02 | 75.27 | nan | -52.94 | 61.61 | -52.94 | 91.67 | nan |
| Max Pos Return (%) | -41.21 | 28.48 | 86.48 | -13.55 | -32.72 | 91.67 | -25.49 | -24.02 | 75.27 | 0.00 | -52.94 | 61.61 | 0.00 | 91.67 | 12.80 |
| Max Neg Return (%) | -41.21 | 28.48 | 86.48 | -13.55 | -32.72 | 91.67 | -25.49 | -24.02 | 75.27 | 0.00 | -52.94 | 61.61 | 0.00 | 91.67 | 12.80 |
| Pos Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |