Volatility Analysis
98.61 0.00(0.00%)11/27/2024
Exor N.V. (EXXRF)
For the given dates, EXXRF current volatility is at 41.43%.
The 1-Month historical standard deviation is at 2.74.
Exor N.V. (EXXRF)
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Historical Standard Deviation
Period | Value |
1 Week | 1.00 |
20 Days | 3.04 |
1 Month | 2.74 |
3 Months | 2.69 |
100 Days | 3.11 |
6 Months | 3.72 |
9 Months | 3.56 |
Year-to-date | 4.90 |
1 Year | 5.34 |
3 Years | 14.74 |
5 Years | 15.80 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 89.80 | -13.20 | -38.85 | 1.01 | 51.06 | 24.78 | -65.16 | -14.10 | 81.68 | -46.59 | 319.05 | -65.16 | 319.05 | 35.41 | |
Summary | |||||||||||||||
Avg Returns (%) | 89.80 | -13.20 | -38.85 | 1.01 | 51.06 | 24.78 | -65.16 | -14.10 | 81.68 | -46.59 | 319.05 | nan | nan | 319.05 | nan |
Max Pos Return (%) | 89.80 | -13.20 | -38.85 | 1.01 | 51.06 | 24.78 | -65.16 | -14.10 | 81.68 | -46.59 | 319.05 | 0.00 | 0.00 | 319.05 | 32.46 |
Max Neg Return (%) | 89.80 | -13.20 | -38.85 | 1.01 | 51.06 | 24.78 | -65.16 | -14.10 | 81.68 | -46.59 | 319.05 | 0.00 | 0.00 | 319.05 | 32.46 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | nan | nan | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | nan | nan | 100 | nan |