Volatility Analysis
132.87 0.19(0.14%)05/17/2024
Moderna Inc (MRNA)
For the given dates, MRNA current volatility is at 47.09%.
The 1-Month historical standard deviation is at 7.27.
Moderna Inc (MRNA)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 6.60 |
| 20 Days | 8.21 |
| 1 Month | 7.27 |
| 3 Months | 8.92 |
| 100 Days | 8.54 |
| 6 Months | 12.79 |
| 9 Months | 12.86 |
| Year-to-date | 8.02 |
| 1 Year | 16.25 |
| 3 Years | 84.16 |
| 5 Years | 90.04 |
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 | -42.21 | 211.64 | -52.54 | -16.74 | 46.35 | -52.54 | 211.64 | 29.30 | |||||||
| 2023 | -16.87 | 179.62 | -6.55 | -20.86 | -44.42 | 83.08 | -44.42 | 179.62 | 29.00 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -42.21 | 211.64 | -52.54 | -16.74 | 46.35 | nan | -16.87 | 179.62 | -6.55 | -20.86 | -44.42 | 83.08 | -44.42 | 211.64 | nan |
| Max Pos Return (%) | -42.21 | 211.64 | -52.54 | -16.74 | 46.35 | 0.00 | -16.87 | 179.62 | -6.55 | -20.86 | -44.42 | 83.08 | 0.00 | 211.64 | 26.71 |
| Max Neg Return (%) | -42.21 | 211.64 | -52.54 | -16.74 | 46.35 | 0.00 | -16.87 | 179.62 | -6.55 | -20.86 | -44.42 | 83.08 | 0.00 | 211.64 | 26.71 |
| Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | nan | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | nan |