Volatility Analysis

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Volatility: 
Days Factor: 
20.45 0.09(0.44%)10/04/2024
Dime Community Bancshares, Inc (DCOMP)
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  • For the given dates, DCOMP current volatility is at 21.92%.
  • The 1-Month historical standard deviation is at 0.86.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.22
    20 Days0.42
    1 Month0.86
    3 Months 0.99
    100 Days 1.12
    6 Months 1.12
    9 Months 1.12
    Year-to-date1.12
    1 Year1.39
    3 Years4.30
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-37.9163.4237.17-31.423.95-20.08-17.71-20.3176.43-7.99  -37.9176.434.56
    2023          132.32-31.63-31.63132.3250.35
    Summary
    Avg Returns (%)-37.9163.4237.17-31.423.95-20.08-17.71-20.3176.43-7.99132.32-31.63-37.91132.3212.19
    Max Pos Return (%)-37.9163.4237.17-31.423.95-20.08-17.71-20.3176.43-7.99132.32-31.63-37.91132.3212.19
    Max Neg Return (%)-37.9163.4237.17-31.423.95-20.08-17.71-20.3176.43-7.99132.32-31.63-37.91132.3212.19
    Pos Occurences (%)0100100010000010001000010042
    Neg Occurences (%)10000100010010010001000100010058