Volatility Analysis
16.93 0.12(0.71%)07/03/2024
B. Riley Financial Inc (RILY)
For the given dates, RILY current volatility is at 64.75%.
The 1-Month historical standard deviation is at 2.39.
B. Riley Financial Inc (RILY)
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Historical Standard Deviation
Period | Value |
1 Week | 0.44 |
20 Days | 1.67 |
1 Month | 2.39 |
3 Months | 5.77 |
100 Days | 5.72 |
6 Months | 5.17 |
9 Months | 7.12 |
Year-to-date | 5.15 |
1 Year | 12.46 |
3 Years | 16.21 |
5 Years | 18.17 |
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 | 87.79 | -10.68 | -8.05 | 75.34 | -54.17 | -4.39 | -16.86 | -54.17 | 87.79 | 9.85 | |||||
2023 | 23.12 | -10.06 | -23.53 | 161.68 | -38.16 | -38.16 | 161.68 | 22.61 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 87.79 | -10.68 | -8.05 | 75.34 | -54.17 | -4.39 | -16.86 | 23.12 | -10.06 | -23.53 | 161.68 | -38.16 | -54.17 | 161.68 | 15.17 |
Max Pos Return (%) | 87.79 | -10.68 | -8.05 | 75.34 | -54.17 | -4.39 | -16.86 | 23.12 | -10.06 | -23.53 | 161.68 | -38.16 | -54.17 | 161.68 | 15.17 |
Max Neg Return (%) | 87.79 | -10.68 | -8.05 | 75.34 | -54.17 | -4.39 | -16.86 | 23.12 | -10.06 | -23.53 | 161.68 | -38.16 | -54.17 | 161.68 | 15.17 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 33 |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 67 |