Volatility Analysis
17.30 0.28(1.65%)09/27/2024
B. Riley Financial Inc. 5.50% Senior Notes Due 2026 (RILYK)
For the given dates, RILYK current volatility is at 19.61%.
The 1-Month historical standard deviation is at 0.44.
B. Riley Financial Inc. 5.50% Senior Notes Due 2026 (RILYK)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.48 |
| 20 Days | 0.47 |
| 1 Month | 0.44 |
| 3 Months | 1.55 |
| 100 Days | 1.71 |
| 6 Months | 1.93 |
| 9 Months | 1.68 |
| Year-to-date | 0.44 |
| 1 Year | 1.63 |
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 | 98.56 | 19.53 | -7.35 | 63.85 | -60.87 | -9.98 | -24.47 | 1,012.90 | -89.39 | -89.39 | 98.56 | -1.01 | |||
| 2023 | 53.81 | -23.70 | -23.70 | 53.81 | 15.06 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 98.56 | 19.53 | -7.35 | 63.85 | -60.87 | -9.98 | -24.47 | 1.00 | -89.39 | nan | 53.81 | -23.70 | -23.70 | 98.56 | nan |
| Max Pos Return (%) | 98.56 | 19.53 | -7.35 | 63.85 | -60.87 | -9.98 | -24.47 | 1.00 | -89.39 | 0.00 | 53.81 | -23.70 | 0.00 | 98.56 | 1.75 |
| Max Neg Return (%) | 98.56 | 19.53 | -7.35 | 63.85 | -60.87 | -9.98 | -24.47 | 1.00 | -89.39 | 0.00 | 53.81 | -23.70 | 0.00 | 98.56 | 1.75 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |