Volatility Analysis

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Volatility: 
Days Factor: 
16.93 0.12(0.71%)07/03/2024
B. Riley Financial Inc (RILY)
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  • For the given dates, RILY current volatility is at 64.75%.
  • The 1-Month historical standard deviation is at 2.39.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.44
    20 Days1.67
    1 Month2.39
    3 Months 5.77
    100 Days 5.72
    6 Months 5.17
    9 Months 7.12
    Year-to-date5.15
    1 Year12.46
    3 Years16.21
    5 Years18.17
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202487.79-10.68-8.0575.34-54.17-4.39-16.86     -54.1787.799.85
    2023       23.12-10.06-23.53161.68-38.16-38.16161.6822.61
    Summary
    Avg Returns (%)87.79-10.68-8.0575.34-54.17-4.39-16.8623.12-10.06-23.53161.68-38.16-54.17161.6815.17
    Max Pos Return (%)87.79-10.68-8.0575.34-54.17-4.39-16.8623.12-10.06-23.53161.68-38.16-54.17161.6815.17
    Max Neg Return (%)87.79-10.68-8.0575.34-54.17-4.39-16.8623.12-10.06-23.53161.68-38.16-54.17161.6815.17
    Pos Occurences (%)10000100000100001000010033
    Neg Occurences (%)0100100010010010001001000100010067