Volatility Analysis

-
Volatility: 
Days Factor: 
41.87 -0.75(-1.75%)05/17/2024
Ultragenyx Pharmaceutical Inc. (RARE)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, RARE current volatility is at 25.68%.
  • The 1-Month historical standard deviation is at 3.05.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.50
    20 Days0.84
    1 Month3.05
    3 Months 3.15
    100 Days 3.08
    6 Months 4.03
    9 Months 5.46
    Year-to-date2.90
    1 Year5.50
    3 Years3.98
    5 Years6.07
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-36.1139.55-49.4678.91-36.66       -49.4678.91-0.75
    2023      -40.6159.57-7.43187.52-73.5795.53-73.57187.5236.84
    Summary
    Avg Returns (%)-36.1139.55-49.4678.91-36.66nan-40.6159.57-7.43187.52-73.5795.53-73.57187.52nan
    Max Pos Return (%)-36.1139.55-49.4678.91-36.660.00-40.6159.57-7.43187.52-73.5795.530.00187.5218.10
    Max Neg Return (%)-36.1139.55-49.4678.91-36.660.00-40.6159.57-7.43187.52-73.5795.530.00187.5218.10
    Pos Occurences (%)010001000nan0100010001000100nan
    Neg Occurences (%)10001000100nan1000100010000100nan