Volatility | KlickAnalytics

Volatility Analysis

75.40 -0.08(-0.11%)07/03/2024
Jackson Financial Inc (JXN)

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For the given dates, JXN current volatility is at 11.44%.

The 1-Month historical standard deviation is at 0.99.

Historical Standard Deviation

Period	Value
1 Week	0.44
20 Days	0.57
1 Month	0.99
3 Months	4.45
100 Days	4.69
6 Months	6.37
9 Months	7.32
Year-to-date	0.57
1 Year	6.89

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	-18.71	79.32	0.75	-14.18	-16.59	37.90	-65.65						-65.65	79.32	0.41
2023								255.90	-78.28	25.10	-26.63	64.63	-78.28	255.90	48.14
Summary
Avg Returns (%)	-18.71	79.32	0.75	-14.18	-16.59	37.90	-65.65	255.90	-78.28	25.10	-26.63	64.63	-78.28	255.90	20.30
Max Pos Return (%)	-18.71	79.32	0.75	-14.18	-16.59	37.90	-65.65	255.90	-78.28	25.10	-26.63	64.63	-78.28	255.90	20.30
Max Neg Return (%)	-18.71	79.32	0.75	-14.18	-16.59	37.90	-65.65	255.90	-78.28	25.10	-26.63	64.63	-78.28	255.90	20.30
Pos Occurences (%)	0	100	100	0	0	100	0	100	0	100	0	100	0	100	50
Neg Occurences (%)	100	0	0	100	100	0	100	0	100	0	100	0	0	100	50