Stock Volatility and Drawdown Analyzer

Measure price variability, the largest decline from a peak and any subsequent recovery over your chosen period.

Stock Volatility & Drawdown Analyzer

Parameters
Analysis
Method & data
Closing prices available in RicherFin. Local currencies, excluding dividends, fees and FX conversion. Displayed dates are actual observations; coverage may be partial and prices stale. Volatility of returns between observations, annualized over 252 sessions. Infrequent trading may understate risk. Duration in calendar days.

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Select an equity and period to calculate volatility and drawdown.