Volatility Analysis
0.14 0.00(1.39%)09/27/2024
PEGY (PEGY)
For the given dates, PEGY current volatility is at 56.53%.
The 1-Month historical standard deviation is at 0.06.
PEGY (PEGY)
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Historical Standard Deviation
Period | Value |
1 Week | 0.02 |
20 Days | 0.04 |
1 Month | 0.06 |
3 Months | 0.08 |
100 Days | 0.09 |
6 Months | 0.23 |
9 Months | 0.32 |
Year-to-date | 0.05 |
1 Year | 0.45 |
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 | -8.48 | 117.35 | -11.65 | 60.29 | 212.15 | -73.44 | -45.71 | -9.49 | -18.95 | -73.44 | 212.15 | 24.67 | |||
2023 | -16.74 | -12.99 | -16.74 | -12.99 | -14.87 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -8.48 | 117.35 | -11.65 | 60.29 | 212.15 | -73.44 | -45.71 | -9.49 | -18.95 | nan | -16.74 | -12.99 | -16.74 | 212.15 | nan |
Max Pos Return (%) | -8.48 | 117.35 | -11.65 | 60.29 | 212.15 | -73.44 | -45.71 | -9.49 | -18.95 | 0.00 | -16.74 | -12.99 | 0.00 | 212.15 | 16.03 |
Max Neg Return (%) | -8.48 | 117.35 | -11.65 | 60.29 | 212.15 | -73.44 | -45.71 | -9.49 | -18.95 | 0.00 | -16.74 | -12.99 | 0.00 | 212.15 | 16.03 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 0 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 100 | nan | 100 | 100 | 100 | 100 | nan |