Propy Derived Risk Volatility 90d
Propy
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Propy Derived Risk Volatility 90d on Propy last read 52 on Sep 22, 2026, a change of -19.69% over 30 days, ranging from 44.79 (Nov 2, 2024) to 152.69 (Jan 31, 2025).
- Latest reading
- 52
- Sep 22, 2026
- Change
- 1d -3.2%
- 30d -19.69%
- 90d -27.06%
- 1y -22.77%
- Range
- Low 44.79·Nov 2, 2024
- High 152.69·Jan 31, 2025
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 60.5 |
| Sep 12, 2026 | 60.13 |
| Sep 13, 2026 | 58.17 |
| Sep 14, 2026 | 58.03 |
| Sep 15, 2026 | 58.09 |
| Sep 16, 2026 | 57.57 |
| Sep 17, 2026 | 57.13 |
| Sep 18, 2026 | 57.57 |
| Sep 19, 2026 | 57.51 |
| Sep 20, 2026 | 55.49 |
| Sep 21, 2026 | 53.72 |
| Sep 22, 2026 | 52 |
Read from our own stored series, not quoted from a page.