GRPN (GRPN) Volatility

    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    GRPN volatility — the short answer

    GRPN's realised volatility is 44.3% annualised over 20 days and 81.4% over 60 days, placing it in the 18th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+44.3%
    Realised volatility (60d, annualised)+81.4%
    1-year volatility percentile18
    Current drawdown from peak-34.0%
    Deepest 1-year drawdown-59.9%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNegative
    Technical trendNegative
    VolatilityNeutral
    SentimentNeutral

    GRPN's Algo Score rose 1 points over the last seven days. The factors currently reading positive are none; reading negative: momentum, technical trend.

    Score history

    • 2026-09-0710
    • 2026-09-0410
    • 2026-09-0310
    • 2026-09-029
    • 2026-09-019
    • 2026-08-319
    • 2026-08-289
    • 2026-08-279
    • 2026-08-268
    • 2026-08-258
    • 2026-08-248
    • 2026-08-218

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    Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.