XELA (XELA) Volatility

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

    XELA volatility — the short answer

    XELA's realised volatility is 497.4% annualised over 20 days and 1704.1% over 60 days, placing it in the 10th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+497.4%
    Realised volatility (60d, annualised)+1704.1%
    1-year volatility percentile10
    Current drawdown from peak-99.3%
    Deepest 1-year drawdown-99.9%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumPositive
    Technical trendNegative
    VolatilityNeutral
    SentimentNeutral

    XELA's Algo Score rose 40 points over the last seven days. The factors currently reading positive are momentum; reading negative: technical trend.

    Score history

    • 2026-09-0749
    • 2026-09-0449
    • 2026-09-039
    • 2026-09-0249
    • 2026-09-019
    • 2026-08-319
    • 2026-08-289
    • 2026-08-2719
    • 2026-08-269
    • 2026-08-259
    • 2026-08-249
    • 2026-08-2110

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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.