Volatility Analysis

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Volatility: 
Days Factor: 
19.98 -0.36(-1.77%)09/06/2024
Unicredit Spa (UNCRY)
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  • For the given dates, UNCRY current volatility is at 22.14%.
  • The 1-Month historical standard deviation is at 0.76.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.26
    20 Days0.24
    1 Month0.76
    3 Months 0.92
    100 Days 0.88
    6 Months 0.95
    9 Months 2.36
    Year-to-date2.02
    1 Year3.14
    3 Years5.15
    5 Years4.83
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20242.78-35.0130.47141.56-65.16233.39-57.994.414.44   -65.16233.3928.77
    2023         -6.79-20.41-22.50-22.50-6.79-16.57
    Summary
    Avg Returns (%)2.78-35.0130.47141.56-65.16233.39-57.994.414.44-6.79-20.41-22.50-65.16233.3917.43
    Max Pos Return (%)2.78-35.0130.47141.56-65.16233.39-57.994.414.44-6.79-20.41-22.50-65.16233.3917.43
    Max Neg Return (%)2.78-35.0130.47141.56-65.16233.39-57.994.414.44-6.79-20.41-22.50-65.16233.3917.43
    Pos Occurences (%)100010010001000100100000010050
    Neg Occurences (%)010000100010000100100100010050