Volatility Analysis
4.07 -0.33(-7.40%)05/20/2024
Autolus Therapeutics plc (AUTL)
For the given dates, AUTL current volatility is at 67.91%.
The 1-Month historical standard deviation is at 0.54.
Autolus Therapeutics plc (AUTL)
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Historical Standard Deviation
Period | Value |
1 Week | 0.18 |
20 Days | 0.34 |
1 Month | 0.54 |
3 Months | 0.91 |
100 Days | 0.88 |
6 Months | 1.02 |
9 Months | 1.52 |
Year-to-date | 0.88 |
1 Year | 1.54 |
3 Years | 1.71 |
5 Years | 4.65 |
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 | -16.59 | -22.63 | 11.20 | -27.36 | 83.75 | -27.36 | 83.75 | 5.67 | |||||||
2023 | 26.98 | -42.55 | 43.12 | -31.14 | 116.83 | -30.53 | -42.55 | 116.83 | 13.79 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | -16.59 | -22.63 | 11.20 | -27.36 | 83.75 | nan | 26.98 | -42.55 | 43.12 | -31.14 | 116.83 | -30.53 | -42.55 | 116.83 | nan |
Max Pos Return (%) | -16.59 | -22.63 | 11.20 | -27.36 | 83.75 | 0.00 | 26.98 | -42.55 | 43.12 | -31.14 | 116.83 | -30.53 | 0.00 | 116.83 | 9.26 |
Max Neg Return (%) | -16.59 | -22.63 | 11.20 | -27.36 | 83.75 | 0.00 | 26.98 | -42.55 | 43.12 | -31.14 | 116.83 | -30.53 | 0.00 | 116.83 | 9.26 |
Pos Occurences (%) | 0 | 0 | 100 | 0 | 100 | nan | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 100 | 0 | 100 | 0 | nan | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | nan |