Volatility Analysis

-
Volatility: 
Days Factor: 
24.52 0.46(1.89%)10/04/2024
J.Jill Inc (JILL)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, JILL current volatility is at 29.34%.
  • The 1-Month historical standard deviation is at 0.73.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.46
    20 Days0.57
    1 Month0.73
    3 Months 5.42
    100 Days 5.24
    6 Months 4.81
    9 Months 4.94
    Year-to-date4.93
    1 Year4.42
    3 Years6.06
    5 Years9.77
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-10.77-14.59198.86-58.90-34.9439.61-0.40-0.90-13.8411.14  -58.90198.8611.53
    2023          42.0461.2242.0461.2251.63
    Summary
    Avg Returns (%)-10.77-14.59198.86-58.90-34.9439.61-0.40-0.90-13.8411.1442.0461.22-58.90198.8618.21
    Max Pos Return (%)-10.77-14.59198.86-58.90-34.9439.61-0.40-0.90-13.8411.1442.0461.22-58.90198.8618.21
    Max Neg Return (%)-10.77-14.59198.86-58.90-34.9439.61-0.40-0.90-13.8411.1442.0461.22-58.90198.8618.21
    Pos Occurences (%)0010000100000100100100010042
    Neg Occurences (%)10010001001000100100100000010058