Volatility Analysis
8.80 -0.28(-3.08%)10/31/2024
Vroom Inc. (VRM)
For the given dates, VRM current volatility is at 62.00%.
The 1-Month historical standard deviation is at 0.43.
Vroom Inc. (VRM)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.19 |
20 Days | 0.27 |
1 Month | 0.43 |
3 Months | 1.16 |
100 Days | 1.13 |
6 Months | 1.58 |
9 Months | 2.92 |
Year-to-date | 3.86 |
1 Year | 4.61 |
3 Years | 4.79 |
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 | 150.18 | -17.87 | -31.37 | -75.53 | 14.59 | 50.40 | -51.53 | 113.06 | 81.97 | -52.54 | -75.53 | 150.18 | 18.14 | ||
2023 | 67.03 | 67.03 | 67.03 | 67.03 | |||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 150.18 | -17.87 | -31.37 | -75.53 | 14.59 | 50.40 | -51.53 | 113.06 | 81.97 | -52.54 | nan | 67.03 | 67.03 | 150.18 | nan |
Max Pos Return (%) | 150.18 | -17.87 | -31.37 | -75.53 | 14.59 | 50.40 | -51.53 | 113.06 | 81.97 | -52.54 | 0.00 | 67.03 | 0.00 | 150.18 | 20.70 |
Max Neg Return (%) | 150.18 | -17.87 | -31.37 | -75.53 | 14.59 | 50.40 | -51.53 | 113.06 | 81.97 | -52.54 | 0.00 | 67.03 | 0.00 | 150.18 | 20.70 |
Pos Occurences (%) | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | nan | 100 | 100 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan | 0 | 0 | 100 | nan |