Volatility Analysis

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Volatility: 
Days Factor: 
0.31 -0.01(-3.05%)09/06/2024
SPI Energy Co Ltd (SPI)
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  • For the given dates, SPI current volatility is at 58.33%.
  • The 1-Month historical standard deviation is at 0.02.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.01
    20 Days0.01
    1 Month0.02
    3 Months 0.08
    100 Days 0.09
    6 Months 0.11
    9 Months 0.16
    Year-to-date0.13
    1 Year0.17
    3 Years1.37
    5 Years2.68
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-55.7537.52-57.3074.53119.81-56.43-2.1027.78-9.23   -57.30119.818.76
    2023         33.16-29.92183.02-29.92183.0262.09
    Summary
    Avg Returns (%)-55.7537.52-57.3074.53119.81-56.43-2.1027.78-9.2333.16-29.92183.02-57.30183.0222.09
    Max Pos Return (%)-55.7537.52-57.3074.53119.81-56.43-2.1027.78-9.2333.16-29.92183.02-57.30183.0222.09
    Max Neg Return (%)-55.7537.52-57.3074.53119.81-56.43-2.1027.78-9.2333.16-29.92183.02-57.30183.0222.09
    Pos Occurences (%)010001001000010001000100010050
    Neg Occurences (%)100010000100100010001000010050