Volatility Analysis

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Volatility: 
Days Factor: 
8.80 -0.28(-3.08%)10/31/2024
Vroom Inc. (VRM)
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  • For the given dates, VRM current volatility is at 62.00%.
  • The 1-Month historical standard deviation is at 0.43.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.19
    20 Days0.27
    1 Month0.43
    3 Months 1.16
    100 Days 1.13
    6 Months 1.58
    9 Months 2.92
    Year-to-date3.86
    1 Year4.61
    3 Years4.79
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024150.18-17.87-31.37-75.5314.5950.40-51.53113.0681.97-52.54  -75.53150.1818.14
    2023           67.0367.0367.0367.03
    Summary
    Avg Returns (%)150.18-17.87-31.37-75.5314.5950.40-51.53113.0681.97-52.54nan67.0367.03150.18nan
    Max Pos Return (%)150.18-17.87-31.37-75.5314.5950.40-51.53113.0681.97-52.540.0067.030.00150.1820.70
    Max Neg Return (%)150.18-17.87-31.37-75.5314.5950.40-51.53113.0681.97-52.540.0067.030.00150.1820.70
    Pos Occurences (%)10000010010001001000nan100100100nan
    Neg Occurences (%)01001001000010000100nan00100nan