Get the tools used by (smart)2 investors.

Realized Volatility (60d Annualized)

Join now and get access to the full platform

Search for company or ETF

 

  0 results available. Select is focused ,type to refine list, press Down to open the menu,

-
Price
Fair Value
Upside
- - -
52-week range

Analysis

Fiscal Years
Trailing Twelve Months
Fiscal Halfs
Fiscal Quarters
Daily
Hide this widget

Benchmarks

Hide this widget

No data available

Metric Usage

Hide this widget

No data available

Similar Metrics

Hide this widget

No data available

Search for metric or datapoint

Definition of Realized Volatility (60d Annualized)

Hide this widget

No data available

Sector Benchmark Analysis

Sector
Industry Group
Industry
Hide this widget
0.0%700.0%1,400.0%2,674.3%0100200300

The chart above depicts the distribution of realized volatility (60d annualized) for companies operating in the Energy sector in the Developed economic region. Over 890 companies were considered in this analysis, and 856 had meaningful values. The average realized volatility (60d annualized) of companies in the sector is 206.3% with a standard deviation of 411.6%.

PBF Energy Inc's Realized Volatility (60d Annualized) of -203.4% is significantly outside the interquartile range and is excluded from the distribution. The following table provides additional summary stats:

Realized Volatility (60d Annualized) In The Energy Sector
Economic Risk RegionDeveloped
Total Constituents892
Included Constituents856
Min-35.0%
Max2,620.1%
Median3.8%
Mean206.3%
Standard Deviation411.6%

You can find companies with similar realized volatility (60d annualized) using this stock screener.

All rights reserved. Terms Of Use