Volatility Analysis

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Volatility: 
Days Factor: 
98.61 0.00(0.00%)11/27/2024
Exor N.V. (EXXRF)
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  • For the given dates, EXXRF current volatility is at 41.43%.
  • The 1-Month historical standard deviation is at 2.74.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.00
    20 Days3.04
    1 Month2.74
    3 Months 2.69
    100 Days 3.11
    6 Months 3.72
    9 Months 3.56
    Year-to-date4.90
    1 Year5.34
    3 Years14.74
    5 Years15.80
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202489.80-13.20-38.851.0151.0624.78-65.16-14.1081.68-46.59319.05 -65.16319.0535.41
    Summary
    Avg Returns (%)89.80-13.20-38.851.0151.0624.78-65.16-14.1081.68-46.59319.05nannan319.05nan
    Max Pos Return (%)89.80-13.20-38.851.0151.0624.78-65.16-14.1081.68-46.59319.050.000.00319.0532.46
    Max Neg Return (%)89.80-13.20-38.851.0151.0624.78-65.16-14.1081.68-46.59319.050.000.00319.0532.46
    Pos Occurences (%)10000100100100001000100nannan100nan
    Neg Occurences (%)010010000010010001000nannan100nan