Volatility Analysis

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Volatility: 
Days Factor: 
0.23 -0.02(-9.49%)09/27/2024
22nd Century Group Inc (XXII)
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  • For the given dates, XXII current volatility is at 120.61%.
  • The 1-Month historical standard deviation is at 0.05.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.02
    20 Days0.03
    1 Month0.05
    3 Months 0.21
    100 Days 0.20
    6 Months 0.57
    9 Months 0.59
    Year-to-date0.59
    1 Year0.53
    3 Years0.89
    5 Years1.15
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-49.2123.2273.96-16.2725.6445.88-43.4928.3915.23   -49.2173.9611.48
    2023          145.63-62.69-62.69145.6341.47
    Summary
    Avg Returns (%)-49.2123.2273.96-16.2725.6445.88-43.4928.3915.23nan145.63-62.69-62.69145.63nan
    Max Pos Return (%)-49.2123.2273.96-16.2725.6445.88-43.4928.3915.230.00145.63-62.690.00145.6315.52
    Max Neg Return (%)-49.2123.2273.96-16.2725.6445.88-43.4928.3915.230.00145.63-62.690.00145.6315.52
    Pos Occurences (%)010010001001000100100nan10000100nan
    Neg Occurences (%)100001000010000nan01000100nan