Volatility Analysis

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Volatility: 
Days Factor: 
2.58 -0.28(-9.62%)10/04/2024
Vaccinex Inc (VCNX)
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  • For the given dates, VCNX current volatility is at 108.55%.
  • The 1-Month historical standard deviation is at 1.12.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.33
    20 Days1.06
    1 Month1.12
    3 Months 1.26
    100 Days 1.24
    6 Months 1.09
    9 Months 2.40
    Year-to-date2.43
    1 Year2.83
    3 Years2.29
    5 Years2.19
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-34.511,933.29-98.05275.5372.29-55.55328.52-83.87197.00-19.50  -98.05328.5258.29
    2023          -38.4362.27-38.4362.2711.92
    Summary
    Avg Returns (%)-34.511.00-98.05275.5372.29-55.55328.52-83.87197.00-19.50-38.4362.27-98.05328.5250.56
    Max Pos Return (%)-34.511.00-98.05275.5372.29-55.55328.52-83.87197.00-19.50-38.4362.27-98.05328.5250.56
    Max Neg Return (%)-34.511.00-98.05275.5372.29-55.55328.52-83.87197.00-19.50-38.4362.27-98.05328.5250.56
    Pos Occurences (%)010001001000100010000100010050
    Neg Occurences (%)100010000100010001001000010050