Volatility Analysis

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Volatility: 
Days Factor: 
4.72 0.02(0.43%)09/13/2024
X Financial (XYF)
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  • For the given dates, XYF current volatility is at 32.87%.
  • The 1-Month historical standard deviation is at 0.21.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.05
    20 Days0.11
    1 Month0.21
    3 Months 0.19
    100 Days 0.19
    6 Months 0.32
    9 Months 0.30
    Year-to-date0.28
    1 Year0.30
    3 Years0.81
    5 Years1.68
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-36.04-5.44608.90-84.63129.27-49.673.4559.44-21.61   -84.63608.9067.07
    2023          0.97-28.60-28.600.97-13.82
    Summary
    Avg Returns (%)-36.04-5.44608.90-84.63129.27-49.673.4559.44-21.61nan0.97-28.60-28.60608.90nan
    Max Pos Return (%)-36.04-5.44608.90-84.63129.27-49.673.4559.44-21.610.000.97-28.600.00608.9048.00
    Max Neg Return (%)-36.04-5.44608.90-84.63129.27-49.673.4559.44-21.610.000.97-28.600.00608.9048.00
    Pos Occurences (%)00100010001001000nan10000100nan
    Neg Occurences (%)1001000100010000100nan01000100nan