Volatility Analysis
35.38 0.23(0.65%)10/17/2024
BNP Paribas (BNPQY)
For the given dates, BNPQY current volatility is at 10.38%.
The 1-Month historical standard deviation is at 0.92.
BNP Paribas (BNPQY)
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Historical Standard Deviation
Period | Value |
1 Week | 0.61 |
20 Days | 0.67 |
1 Month | 0.92 |
3 Months | 1.00 |
100 Days | 0.97 |
6 Months | 1.73 |
9 Months | 2.19 |
Year-to-date | 2.14 |
1 Year | 2.35 |
3 Years | 4.49 |
5 Years | 6.11 |
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 | -36.36 | 87.87 | -17.54 | 63.27 | 22.70 | 7.54 | -38.77 | -26.28 | 140.05 | -67.32 | -67.32 | 140.05 | 13.52 | ||
2023 | -1.97 | -1.97 | -1.97 | -1.97 | |||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -36.36 | 87.87 | -17.54 | 63.27 | 22.70 | 7.54 | -38.77 | -26.28 | 140.05 | -67.32 | nan | -1.97 | -1.97 | 140.05 | nan |
Max Pos Return (%) | -36.36 | 87.87 | -17.54 | 63.27 | 22.70 | 7.54 | -38.77 | -26.28 | 140.05 | -67.32 | 0.00 | -1.97 | 0.00 | 140.05 | 11.10 |
Max Neg Return (%) | -36.36 | 87.87 | -17.54 | 63.27 | 22.70 | 7.54 | -38.77 | -26.28 | 140.05 | -67.32 | 0.00 | -1.97 | 0.00 | 140.05 | 11.10 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | nan | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | nan | 100 | 100 | 100 | nan |