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)
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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 |