Volatility Analysis

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Volatility: 
Days Factor: 
65.18 0.61(0.94%)09/27/2024
Meta Financial Group Inc. (CASH)
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  • For the given dates, CASH current volatility is at 21.93%.
  • The 1-Month historical standard deviation is at 1.28.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.08
    20 Days1.40
    1 Month1.28
    3 Months 3.62
    100 Days 4.18
    6 Months 6.55
    9 Months 6.46
    Year-to-date6.50
    1 Year6.55
    3 Years8.35
    5 Years12.57
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202490.16-62.0676.9132.50-8.92-22.3147.56-1.99-22.85   -62.0690.1614.33
    2023          -88.06160.18-88.06160.1836.06
    Summary
    Avg Returns (%)90.16-62.0676.9132.50-8.92-22.3147.56-1.99-22.85nan-88.06160.18-88.06160.18nan
    Max Pos Return (%)90.16-62.0676.9132.50-8.92-22.3147.56-1.99-22.850.00-88.06160.180.00160.1816.76
    Max Neg Return (%)90.16-62.0676.9132.50-8.92-22.3147.56-1.99-22.850.00-88.06160.180.00160.1816.76
    Pos Occurences (%)10001001000010000nan01000100nan
    Neg Occurences (%)0100001001000100100nan10000100nan