Volatility Analysis
24.32 0.04(0.16%)10/17/2024
Bank of America Corporation (BML-PL)
For the given dates, BML-PL current volatility is at 4.88%.
The 1-Month historical standard deviation is at 0.30.
Bank of America Corporation (BML-PL)
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Historical Standard Deviation
Period | Value |
1 Week | 0.29 |
20 Days | 0.20 |
1 Month | 0.30 |
3 Months | 0.24 |
100 Days | 0.24 |
6 Months | 0.55 |
9 Months | 0.69 |
Year-to-date | 0.24 |
1 Year | 0.84 |
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 | 24.26 | -0.66 | -19.67 | 121.98 | -71.68 | 47.15 | -22.41 | 12.98 | 21.37 | -42.95 | -71.68 | 121.98 | 7.04 | ||
2023 | 11.60 | 11.60 | 11.60 | 11.60 | |||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 24.26 | -0.66 | -19.67 | 121.98 | -71.68 | 47.15 | -22.41 | 12.98 | 21.37 | -42.95 | nan | 11.60 | 11.60 | 121.98 | nan |
Max Pos Return (%) | 24.26 | -0.66 | -19.67 | 121.98 | -71.68 | 47.15 | -22.41 | 12.98 | 21.37 | -42.95 | 0.00 | 11.60 | 0.00 | 121.98 | 6.83 |
Max Neg Return (%) | 24.26 | -0.66 | -19.67 | 121.98 | -71.68 | 47.15 | -22.41 | 12.98 | 21.37 | -42.95 | 0.00 | 11.60 | 0.00 | 121.98 | 6.83 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | nan | 100 | 100 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | nan | 0 | 0 | 100 | nan |