Volatility Analysis

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Volatility: 
Days Factor: 
99.20 2.28(2.35%)06/10/2025
Exor N.V. (EXXRF)
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  • For the given dates, EXXRF current volatility is at 19.30%.
  • The 1-Month historical standard deviation is at 1.80.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.23
    20 Days1.71
    1 Month1.80
    3 Months 4.87
    100 Days 4.27
    6 Months 4.15
    Year-to-date4.28
    1 Year6.17
    3 Years14.73
    5 Years15.29
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202524.4013.039.35-64.43213.98-43.18      -64.43213.9825.53
    2024      -20.23-41.00119.26-19.07208.43-51.89-51.89208.4332.58
    Summary
    Avg Returns (%)24.4013.039.35-64.43213.98-43.18-20.23-41.00119.26-19.07208.43-51.89-64.43213.9829.05
    Max Pos Return (%)24.4013.039.35-64.43213.98-43.18-20.23-41.00119.26-19.07208.43-51.89-64.43213.9829.05
    Max Neg Return (%)24.4013.039.35-64.43213.98-43.18-20.23-41.00119.26-19.07208.43-51.89-64.43213.9829.05
    Pos Occurences (%)100100100010000010001000010050
    Neg Occurences (%)000100010010010001000100010050