NEGG (NEGG) Volatility
Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1
NEGG volatility — the short answer
NEGG's realised volatility is 67.5% annualised over 20 days and 76.4% over 60 days, placing it in the 11th percentile of its own last year.
Volatility and drawdown
Realised volatility (20d, annualised)+67.5%
Realised volatility (60d, annualised)+76.4%
1-year volatility percentile11
Current drawdown from peak-83.5%
Deepest 1-year drawdown-86.1%
SPY volatility (20d)+8.1%
Signal drivers
MomentumNegative
Technical trendNegative
VolatilityNeutral
SentimentNeutral
NEGG's Algo Score fell 45 points over the last seven days. The factors currently reading positive are none; reading negative: momentum, technical trend.
Score history
- 2026-09-078
- 2026-09-048
- 2026-09-0333
- 2026-09-0257
- 2026-09-0143
- 2026-08-3153
- 2026-08-2855
- 2026-08-2768
- 2026-08-2669
- 2026-08-2568
- 2026-08-2470
- 2026-08-2170
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