Volatility Analysis

-
Volatility: 
Days Factor: 
30.79 0.52(1.72%)09/06/2024
Dave & Buster`s Entertainment Inc (PLAY)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, PLAY current volatility is at 21.46%.
  • The 1-Month historical standard deviation is at 0.83.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.46
    20 Days0.97
    1 Month0.83
    3 Months 5.34
    100 Days 6.36
    6 Months 11.21
    9 Months 10.26
    Year-to-date10.70
    1 Year10.48
    3 Years7.77
    5 Years11.26
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-19.65-8.5319.4315.3910.1041.78-20.00-46.06-13.41   -46.0641.78-2.33
    2023         -28.2339.6146.70-28.2346.7019.36
    Summary
    Avg Returns (%)-19.65-8.5319.4315.3910.1041.78-20.00-46.06-13.41-28.2339.6146.70-46.0646.703.09
    Max Pos Return (%)-19.65-8.5319.4315.3910.1041.78-20.00-46.06-13.41-28.2339.6146.70-46.0646.703.09
    Max Neg Return (%)-19.65-8.5319.4315.3910.1041.78-20.00-46.06-13.41-28.2339.6146.70-46.0646.703.09
    Pos Occurences (%)001001001001000000100100010050
    Neg Occurences (%)100100000010010010010000010050