Volatility Analysis

-
Volatility: 
Days Factor: 
101.69 0.00(0.00%)05/23/2025
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 19.90%.
  • The 1-Month historical standard deviation is at 1.49.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.06
    20 Days1.66
    1 Month1.49
    3 Months 3.64
    100 Days 3.76
    6 Months 3.71
    9 Months 4.13
    Year-to-date4.99
    1 Year4.86
    3 Years14.90
    5 Years15.95
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202540.169.395.46-50.0131.11       -50.0140.167.22
    2024      -18.92-14.5335.97-28.67325.20-55.29-55.29325.2040.63
    Summary
    Avg Returns (%)40.169.395.46-50.0131.11nan-18.92-14.5335.97-28.67325.20-55.29-55.29325.20nan
    Max Pos Return (%)40.169.395.46-50.0131.110.00-18.92-14.5335.97-28.67325.20-55.290.00325.2023.32
    Max Neg Return (%)40.169.395.46-50.0131.110.00-18.92-14.5335.97-28.67325.20-55.290.00325.2023.32
    Pos Occurences (%)1001001000100nan00100010000100nan
    Neg Occurences (%)0001000nan100100010001000100nan