Volatility Analysis

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Volatility: 
Days Factor: 
4.07 -0.33(-7.40%)05/20/2024
Autolus Therapeutics plc (AUTL)
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  • For the given dates, AUTL current volatility is at 67.91%.
  • The 1-Month historical standard deviation is at 0.54.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.18
    20 Days0.34
    1 Month0.54
    3 Months 0.91
    100 Days 0.88
    6 Months 1.02
    9 Months 1.52
    Year-to-date0.88
    1 Year1.54
    3 Years1.71
    5 Years4.65
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-16.59-22.6311.20-27.3683.75       -27.3683.755.67
    2023      26.98-42.5543.12-31.14116.83-30.53-42.55116.8313.79
    Summary
    Avg Returns (%)-16.59-22.6311.20-27.3683.75nan26.98-42.5543.12-31.14116.83-30.53-42.55116.83nan
    Max Pos Return (%)-16.59-22.6311.20-27.3683.750.0026.98-42.5543.12-31.14116.83-30.530.00116.839.26
    Max Neg Return (%)-16.59-22.6311.20-27.3683.750.0026.98-42.5543.12-31.14116.83-30.530.00116.839.26
    Pos Occurences (%)001000100nan1000100010000100nan
    Neg Occurences (%)10010001000nan0100010001000100nan