Volatility Analysis
5.60 -0.01(-0.09%)09/16/2024
Banco Santander (Brasil) S.A. (BSBR)
For the given dates, BSBR current volatility is at 17.95%.
The 1-Month historical standard deviation is at 0.08.
Banco Santander (Brasil) S.A. (BSBR)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.07 |
| 1 Month | 0.08 |
| 3 Months | 0.28 |
| 100 Days | 0.28 |
| 6 Months | 0.27 |
| 9 Months | 0.43 |
| Year-to-date | 0.37 |
| 1 Year | 0.44 |
| 3 Years | 0.50 |
| 5 Years | 1.13 |
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 | 7.84 | -3.36 | -33.06 | 68.47 | -51.73 | 59.94 | 8.05 | -19.53 | -13.16 | -51.73 | 68.47 | 2.61 | |||
| 2023 | -19.80 | -1.57 | -19.80 | -1.57 | -10.69 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 7.84 | -3.36 | -33.06 | 68.47 | -51.73 | 59.94 | 8.05 | -19.53 | -13.16 | nan | -19.80 | -1.57 | -19.80 | 68.47 | nan |
| Max Pos Return (%) | 7.84 | -3.36 | -33.06 | 68.47 | -51.73 | 59.94 | 8.05 | -19.53 | -13.16 | 0.00 | -19.80 | -1.57 | 0.00 | 68.47 | 0.17 |
| Max Neg Return (%) | 7.84 | -3.36 | -33.06 | 68.47 | -51.73 | 59.94 | 8.05 | -19.53 | -13.16 | 0.00 | -19.80 | -1.57 | 0.00 | 68.47 | 0.17 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | nan | 100 | 100 | 100 | 100 | nan |