Volatility Analysis
22.38 0.21(0.95%)09/06/2024
Bank of America Corporation (BML-PH)
For the given dates, BML-PH current volatility is at 8.61%.
The 1-Month historical standard deviation is at 0.15.
Bank of America Corporation (BML-PH)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.16 |
20 Days | 0.13 |
1 Month | 0.15 |
3 Months | 0.30 |
100 Days | 0.31 |
6 Months | 0.47 |
9 Months | 0.50 |
Year-to-date | 0.41 |
1 Year | 0.69 |
3 Years | 5.30 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 34.15 | 13.00 | 91.19 | 18.15 | -50.69 | 105.58 | -41.27 | -18.39 | 42.36 | -50.69 | 105.58 | 21.56 | |||
2023 | 38.25 | -46.22 | -38.41 | -46.22 | 38.25 | -15.46 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 34.15 | 13.00 | 91.19 | 18.15 | -50.69 | 105.58 | -41.27 | -18.39 | 42.36 | 38.25 | -46.22 | -38.41 | -50.69 | 105.58 | 12.31 |
Max Pos Return (%) | 34.15 | 13.00 | 91.19 | 18.15 | -50.69 | 105.58 | -41.27 | -18.39 | 42.36 | 38.25 | -46.22 | -38.41 | -50.69 | 105.58 | 12.31 |
Max Neg Return (%) | 34.15 | 13.00 | 91.19 | 18.15 | -50.69 | 105.58 | -41.27 | -18.39 | 42.36 | 38.25 | -46.22 | -38.41 | -50.69 | 105.58 | 12.31 |
Pos Occurences (%) | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 0 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 42 |