Volatility Analysis

-
Volatility: 
Days Factor: 
101.30 1.60(1.60%)07/01/2025
Exor N.V. (EXXRF)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, EXXRF current volatility is at 18.58%.
  • The 1-Month historical standard deviation is at 2.45.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.56
    20 Days2.48
    1 Month2.45
    3 Months 4.85
    100 Days 4.34
    6 Months 4.16
    Year-to-date4.16
    1 Year6.16
    3 Years14.33
    5 Years15.06
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202524.4013.039.35-64.43213.98-46.201.69     -64.43213.9821.69
    2024       -41.00119.26-19.07208.43-51.89-51.89208.4343.15
    Summary
    Avg Returns (%)24.4013.039.35-64.43213.98-46.201.69-41.00119.26-19.07208.43-51.89-64.43213.9830.63
    Max Pos Return (%)24.4013.039.35-64.43213.98-46.201.69-41.00119.26-19.07208.43-51.89-64.43213.9830.63
    Max Neg Return (%)24.4013.039.35-64.43213.98-46.201.69-41.00119.26-19.07208.43-51.89-64.43213.9830.63
    Pos Occurences (%)10010010001000100010001000010058
    Neg Occurences (%)0001000100010001000100010042