Volatility Analysis

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Volatility: 
Days Factor: 
9.90 -0.35(-3.41%)09/06/2024
Zegna (ZGN)
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  • For the given dates, ZGN current volatility is at 34.01%.
  • The 1-Month historical standard deviation is at 0.26.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.15
    20 Days0.19
    1 Month0.26
    3 Months 1.31
    100 Days 1.38
    6 Months 1.54
    9 Months 1.28
    Year-to-date1.31
    1 Year1.44
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024152.43-18.72-11.43-15.8858.67-53.28225.87-48.2716.48   -53.28225.8733.99
    2023         3.25-16.00-52.31-52.313.25-21.69
    Summary
    Avg Returns (%)152.43-18.72-11.43-15.8858.67-53.28225.87-48.2716.483.25-16.00-52.31-53.28225.8720.07
    Max Pos Return (%)152.43-18.72-11.43-15.8858.67-53.28225.87-48.2716.483.25-16.00-52.31-53.28225.8720.07
    Max Neg Return (%)152.43-18.72-11.43-15.8858.67-53.28225.87-48.2716.483.25-16.00-52.31-53.28225.8720.07
    Pos Occurences (%)1000001000100010010000010042
    Neg Occurences (%)01001001000100010000100100010058