Volatility Analysis

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Volatility: 
Days Factor: 
35.38 0.23(0.65%)10/17/2024
BNP Paribas (BNPQY)
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  • For the given dates, BNPQY current volatility is at 10.38%.
  • The 1-Month historical standard deviation is at 0.92.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.61
    20 Days0.67
    1 Month0.92
    3 Months 1.00
    100 Days 0.97
    6 Months 1.73
    9 Months 2.19
    Year-to-date2.14
    1 Year2.35
    3 Years4.49
    5 Years6.11
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-36.3687.87-17.5463.2722.707.54-38.77-26.28140.05-67.32  -67.32140.0513.52
    2023           -1.97-1.97-1.97-1.97
    Summary
    Avg Returns (%)-36.3687.87-17.5463.2722.707.54-38.77-26.28140.05-67.32nan-1.97-1.97140.05nan
    Max Pos Return (%)-36.3687.87-17.5463.2722.707.54-38.77-26.28140.05-67.320.00-1.970.00140.0511.10
    Max Neg Return (%)-36.3687.87-17.5463.2722.707.54-38.77-26.28140.05-67.320.00-1.970.00140.0511.10
    Pos Occurences (%)01000100100100001000nan00100nan
    Neg Occurences (%)10001000001001000100nan100100100nan