Volatility Analysis

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Volatility: 
Days Factor: 
2.19 0.09(4.29%)09/06/2024
Luna Inds Inc (LUNA)
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  • For the given dates, LUNA current volatility is at 58.76%.
  • The 1-Month historical standard deviation is at 0.15.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.13
    20 Days0.13
    1 Month0.15
    3 Months 0.45
    100 Days 0.45
    6 Months 0.81
    9 Months 1.92
    Year-to-date1.84
    1 Year1.83
    3 Years2.11
    5 Years1.92
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-36.2229.95264.96-39.62-43.64-0.4896.09-53.0026.64   -53.00264.9627.19
    2023         40.4214.44-36.59-36.5940.426.09
    Summary
    Avg Returns (%)-36.2229.95264.96-39.62-43.64-0.4896.09-53.0026.6440.4214.44-36.59-53.00264.9621.91
    Max Pos Return (%)-36.2229.95264.96-39.62-43.64-0.4896.09-53.0026.6440.4214.44-36.59-53.00264.9621.91
    Max Neg Return (%)-36.2229.95264.96-39.62-43.64-0.4896.09-53.0026.6440.4214.44-36.59-53.00264.9621.91
    Pos Occurences (%)010010000010001001001000010050
    Neg Occurences (%)100001001001000100000100010050