Volatility Analysis
15.95 0.01(0.03%)05/17/2024
Penn National Gaming, Inc. (PENN)
For the given dates, PENN current volatility is at 51.00%.
The 1-Month historical standard deviation is at 0.79.
Penn National Gaming, Inc. (PENN)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.66 |
| 20 Days | 0.83 |
| 1 Month | 0.79 |
| 3 Months | 1.82 |
| 100 Days | 2.17 |
| 6 Months | 3.59 |
| 9 Months | 3.12 |
| Year-to-date | 3.00 |
| 1 Year | 3.22 |
| 3 Years | 18.93 |
| 5 Years | 26.11 |
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 | -36.33 | 202.73 | -62.97 | 9.73 | 33.69 | -62.97 | 202.73 | 29.37 | |||||||
| 2023 | 40.03 | -62.90 | 50.07 | 131.71 | -24.63 | 6.86 | -62.90 | 131.71 | 23.52 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -36.33 | 202.73 | -62.97 | 9.73 | 33.69 | nan | 40.03 | -62.90 | 50.07 | 131.71 | -24.63 | 6.86 | -62.90 | 202.73 | nan |
| Max Pos Return (%) | -36.33 | 202.73 | -62.97 | 9.73 | 33.69 | 0.00 | 40.03 | -62.90 | 50.07 | 131.71 | -24.63 | 6.86 | 0.00 | 202.73 | 24.00 |
| Max Neg Return (%) | -36.33 | 202.73 | -62.97 | 9.73 | 33.69 | 0.00 | 40.03 | -62.90 | 50.07 | 131.71 | -24.63 | 6.86 | 0.00 | 202.73 | 24.00 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | nan | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |