Z (Z) Volatility
Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1
Z volatility — the short answer
Z's realised volatility is 52.1% annualised over 20 days and 51.3% over 60 days, placing it in the 76th percentile of its own last year.
Volatility and drawdown
Realised volatility (20d, annualised)+52.1%
Realised volatility (60d, annualised)+51.3%
1-year volatility percentile76
Current drawdown from peak-61.7%
Deepest 1-year drawdown-67.4%
SPY volatility (20d)+8.1%
Signal drivers
MomentumPositive
Technical trendNegative
VolatilityNeutral
SentimentNeutral
Z's Algo Score rose 6 points over the last seven days. The factors currently reading positive are momentum; reading negative: technical trend.
Score history
- 2026-09-0755
- 2026-09-0454
- 2026-09-0354
- 2026-09-0246
- 2026-09-0138
- 2026-08-3149
- 2026-08-2864
- 2026-08-2761
- 2026-08-2660
- 2026-08-2572
- 2026-08-2482
- 2026-08-2179
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