Volatility Analysis

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Volatility: 
Days Factor: 
5.25 0.12(2.39%)07/03/2024
SGLY (SGLY)
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  • For the given dates, SGLY current volatility is at 111.23%.
  • The 1-Month historical standard deviation is at 0.02.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.02
    20 Days0.02
    1 Month0.02
    3 Months 0.04
    100 Days 0.04
    6 Months 0.04
    9 Months 0.07
    Year-to-date0.08
    1 Year0.10
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202439.0943.02-6.02-53.37287.53-41.4713.61     -53.37287.5340.34
    2023       -27.5894.31-25.3548.60-62.90-62.9094.315.42
    Summary
    Avg Returns (%)39.0943.02-6.02-53.37287.53-41.4713.61-27.5894.31-25.3548.60-62.90-62.90287.5325.79
    Max Pos Return (%)39.0943.02-6.02-53.37287.53-41.4713.61-27.5894.31-25.3548.60-62.90-62.90287.5325.79
    Max Neg Return (%)39.0943.02-6.02-53.37287.53-41.4713.61-27.5894.31-25.3548.60-62.90-62.90287.5325.79
    Pos Occurences (%)100100001000100010001000010050
    Neg Occurences (%)001001000100010001000100010050