Volatility Analysis

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Volatility: 
Days Factor: 
11.96 0.17(1.44%)05/24/2024
Premara Financial Inc (PARA)
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  • For the given dates, PARA current volatility is at 41.36%.
  • The 1-Month historical standard deviation is at 0.98.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.86
    20 Days0.83
    1 Month0.98
    3 Months 0.88
    100 Days 1.11
    6 Months 1.62
    9 Months 1.57
    Year-to-date1.26
    1 Year1.81
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202427.88-23.67124.0415.34-50.09       -50.09124.0418.70
    2023      49.44-33.1129.10-22.8845.96-16.01-33.1149.448.75
    Summary
    Avg Returns (%)27.88-23.67124.0415.34-50.09nan49.44-33.1129.10-22.8845.96-16.01-33.11124.04nan
    Max Pos Return (%)27.88-23.67124.0415.34-50.090.0049.44-33.1129.10-22.8845.96-16.010.00124.0412.17
    Max Neg Return (%)27.88-23.67124.0415.34-50.090.0049.44-33.1129.10-22.8845.96-16.010.00124.0412.17
    Pos Occurences (%)10001001000nan1000100010000100nan
    Neg Occurences (%)010000100nan0100010001000100nan