Volatility Analysis
2.19 0.09(4.29%)09/06/2024
Luna Inds Inc (LUNA)
For the given dates, LUNA current volatility is at 58.76%.
The 1-Month historical standard deviation is at 0.15.
Luna Inds Inc (LUNA)
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Historical Standard Deviation
Period | Value |
1 Week | 0.13 |
20 Days | 0.13 |
1 Month | 0.15 |
3 Months | 0.45 |
100 Days | 0.45 |
6 Months | 0.81 |
9 Months | 1.92 |
Year-to-date | 1.84 |
1 Year | 1.83 |
3 Years | 2.11 |
5 Years | 1.92 |
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 | -36.22 | 29.95 | 264.96 | -39.62 | -43.64 | -0.48 | 96.09 | -53.00 | 26.64 | -53.00 | 264.96 | 27.19 | |||
2023 | 40.42 | 14.44 | -36.59 | -36.59 | 40.42 | 6.09 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -36.22 | 29.95 | 264.96 | -39.62 | -43.64 | -0.48 | 96.09 | -53.00 | 26.64 | 40.42 | 14.44 | -36.59 | -53.00 | 264.96 | 21.91 |
Max Pos Return (%) | -36.22 | 29.95 | 264.96 | -39.62 | -43.64 | -0.48 | 96.09 | -53.00 | 26.64 | 40.42 | 14.44 | -36.59 | -53.00 | 264.96 | 21.91 |
Max Neg Return (%) | -36.22 | 29.95 | 264.96 | -39.62 | -43.64 | -0.48 | 96.09 | -53.00 | 26.64 | 40.42 | 14.44 | -36.59 | -53.00 | 264.96 | 21.91 |
Pos Occurences (%) | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 50 |