Volatility Analysis

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Volatility: 
Days Factor: 
24.32 0.04(0.16%)10/17/2024
Bank of America Corporation (BML-PL)
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  • For the given dates, BML-PL current volatility is at 4.88%.
  • The 1-Month historical standard deviation is at 0.30.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.29
    20 Days0.20
    1 Month0.30
    3 Months 0.24
    100 Days 0.24
    6 Months 0.55
    9 Months 0.69
    Year-to-date0.24
    1 Year0.84
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202424.26-0.66-19.67121.98-71.6847.15-22.4112.9821.37-42.95  -71.68121.987.04
    2023           11.6011.6011.6011.60
    Summary
    Avg Returns (%)24.26-0.66-19.67121.98-71.6847.15-22.4112.9821.37-42.95nan11.6011.60121.98nan
    Max Pos Return (%)24.26-0.66-19.67121.98-71.6847.15-22.4112.9821.37-42.950.0011.600.00121.986.83
    Max Neg Return (%)24.26-0.66-19.67121.98-71.6847.15-22.4112.9821.37-42.950.0011.600.00121.986.83
    Pos Occurences (%)10000100010001001000nan100100100nan
    Neg Occurences (%)01001000100010000100nan00100nan