Volatility Analysis

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Volatility: 
Days Factor: 
0.14 0.00(1.39%)09/27/2024
PEGY (PEGY)
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  • For the given dates, PEGY current volatility is at 56.53%.
  • The 1-Month historical standard deviation is at 0.06.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.02
    20 Days0.04
    1 Month0.06
    3 Months 0.08
    100 Days 0.09
    6 Months 0.23
    9 Months 0.32
    Year-to-date0.05
    1 Year0.45
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-8.48117.35-11.6560.29212.15-73.44-45.71-9.49-18.95   -73.44212.1524.67
    2023          -16.74-12.99-16.74-12.99-14.87
    Summary
    Avg Returns (%)-8.48117.35-11.6560.29212.15-73.44-45.71-9.49-18.95nan-16.74-12.99-16.74212.15nan
    Max Pos Return (%)-8.48117.35-11.6560.29212.15-73.44-45.71-9.49-18.950.00-16.74-12.990.00212.1516.03
    Max Neg Return (%)-8.48117.35-11.6560.29212.15-73.44-45.71-9.49-18.950.00-16.74-12.990.00212.1516.03
    Pos Occurences (%)010001001000000nan000100nan
    Neg Occurences (%)100010000100100100100nan100100100100nan