Volatility Analysis
41.87 -0.75(-1.75%)05/17/2024
Ultragenyx Pharmaceutical Inc. (RARE)
For the given dates, RARE current volatility is at 25.68%.
The 1-Month historical standard deviation is at 3.05.
Ultragenyx Pharmaceutical Inc. (RARE)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.50 |
20 Days | 0.84 |
1 Month | 3.05 |
3 Months | 3.15 |
100 Days | 3.08 |
6 Months | 4.03 |
9 Months | 5.46 |
Year-to-date | 2.90 |
1 Year | 5.50 |
3 Years | 3.98 |
5 Years | 6.07 |
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 | -36.11 | 39.55 | -49.46 | 78.91 | -36.66 | -49.46 | 78.91 | -0.75 | |||||||
2023 | -40.61 | 59.57 | -7.43 | 187.52 | -73.57 | 95.53 | -73.57 | 187.52 | 36.84 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | -36.11 | 39.55 | -49.46 | 78.91 | -36.66 | nan | -40.61 | 59.57 | -7.43 | 187.52 | -73.57 | 95.53 | -73.57 | 187.52 | nan |
Max Pos Return (%) | -36.11 | 39.55 | -49.46 | 78.91 | -36.66 | 0.00 | -40.61 | 59.57 | -7.43 | 187.52 | -73.57 | 95.53 | 0.00 | 187.52 | 18.10 |
Max Neg Return (%) | -36.11 | 39.55 | -49.46 | 78.91 | -36.66 | 0.00 | -40.61 | 59.57 | -7.43 | 187.52 | -73.57 | 95.53 | 0.00 | 187.52 | 18.10 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | nan | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | nan | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | nan |