Volatility Analysis

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Volatility: 
Days Factor: 
14.25 0.74(5.57%)09/16/2024
B. Riley Financial Inc (RILYG)
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  • For the given dates, RILYG current volatility is at 68.62%.
  • The 1-Month historical standard deviation is at 1.63.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.63
    20 Days1.02
    1 Month1.63
    3 Months 3.32
    100 Days 3.32
    6 Months 2.82
    9 Months 2.38
    Year-to-date2.44
    1 Year2.48
    3 Years4.51
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024109.1362.05-18.7722.66-50.218.15-28.24675.12-59.32   -59.32675.1280.06
    2023          170.85-54.82-54.82170.8558.02
    Summary
    Avg Returns (%)109.1362.05-18.7722.66-50.218.15-28.24675.12-59.32nan170.85-54.82-54.82675.12nan
    Max Pos Return (%)109.1362.05-18.7722.66-50.218.15-28.24675.12-59.320.00170.85-54.820.00675.1269.72
    Max Neg Return (%)109.1362.05-18.7722.66-50.218.15-28.24675.12-59.320.00170.85-54.820.00675.1269.72
    Pos Occurences (%)1001000100010001000nan10000100nan
    Neg Occurences (%)00100010001000100nan01000100nan