Volatility Analysis

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Volatility: 
Days Factor: 
27.56 0.25(0.92%)10/04/2024
REV Group Inc (REVG)
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  • For the given dates, REVG current volatility is at 31.95%.
  • The 1-Month historical standard deviation is at 0.86.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.33
    20 Days0.51
    1 Month0.86
    3 Months 1.80
    100 Days 1.87
    6 Months 2.40
    9 Months 4.01
    Year-to-date4.04
    1 Year4.87
    3 Years5.28
    5 Years5.52
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202486.51-41.5635.78-53.33112.28-22.6927.90-26.665.54-7.84  -53.33112.2811.59
    2023          11.629.009.0011.6210.31
    Summary
    Avg Returns (%)86.51-41.5635.78-53.33112.28-22.6927.90-26.665.54-7.8411.629.00-53.33112.2811.38
    Max Pos Return (%)86.51-41.5635.78-53.33112.28-22.6927.90-26.665.54-7.8411.629.00-53.33112.2811.38
    Max Neg Return (%)86.51-41.5635.78-53.33112.28-22.6927.90-26.665.54-7.8411.629.00-53.33112.2811.38
    Pos Occurences (%)10001000100010001000100100010058
    Neg Occurences (%)0100010001000100010000010042