Volatility Analysis
45.22 0.01(0.02%)07/08/2024
Bank Of Nova Scotia (BNS)
For the given dates, BNS current volatility is at 12.94%.
The 1-Month historical standard deviation is at 0.74.
Bank Of Nova Scotia (BNS)
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Historical Standard Deviation
Period | Value |
1 Week | 0.24 |
20 Days | 0.38 |
1 Month | 0.74 |
3 Months | 1.20 |
100 Days | 1.52 |
6 Months | 1.56 |
9 Months | 2.40 |
Year-to-date | 1.54 |
1 Year | 2.32 |
3 Years | 6.84 |
5 Years | 8.47 |
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 | -13.32 | 24.79 | -32.76 | 4.53 | 73.56 | -23.37 | -19.86 | -32.76 | 73.56 | 1.94 | |||||
2023 | 13.67 | -40.14 | 79.09 | 49.53 | -48.14 | -48.14 | 79.09 | 10.80 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | -13.32 | 24.79 | -32.76 | 4.53 | 73.56 | -23.37 | -19.86 | 13.67 | -40.14 | 79.09 | 49.53 | -48.14 | -48.14 | 79.09 | 5.63 |
Max Pos Return (%) | -13.32 | 24.79 | -32.76 | 4.53 | 73.56 | -23.37 | -19.86 | 13.67 | -40.14 | 79.09 | 49.53 | -48.14 | -48.14 | 79.09 | 5.63 |
Max Neg Return (%) | -13.32 | 24.79 | -32.76 | 4.53 | 73.56 | -23.37 | -19.86 | 13.67 | -40.14 | 79.09 | 49.53 | -48.14 | -48.14 | 79.09 | 5.63 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 50 |