Volatility Analysis
20.45 0.09(0.44%)10/04/2024
Dime Community Bancshares, Inc (DCOMP)
For the given dates, DCOMP current volatility is at 21.92%.
The 1-Month historical standard deviation is at 0.86.
Dime Community Bancshares, Inc (DCOMP)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.22 |
20 Days | 0.42 |
1 Month | 0.86 |
3 Months | 0.99 |
100 Days | 1.12 |
6 Months | 1.12 |
9 Months | 1.12 |
Year-to-date | 1.12 |
1 Year | 1.39 |
3 Years | 4.30 |
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 | -37.91 | 63.42 | 37.17 | -31.42 | 3.95 | -20.08 | -17.71 | -20.31 | 76.43 | -7.99 | -37.91 | 76.43 | 4.56 | ||
2023 | 132.32 | -31.63 | -31.63 | 132.32 | 50.35 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -37.91 | 63.42 | 37.17 | -31.42 | 3.95 | -20.08 | -17.71 | -20.31 | 76.43 | -7.99 | 132.32 | -31.63 | -37.91 | 132.32 | 12.19 |
Max Pos Return (%) | -37.91 | 63.42 | 37.17 | -31.42 | 3.95 | -20.08 | -17.71 | -20.31 | 76.43 | -7.99 | 132.32 | -31.63 | -37.91 | 132.32 | 12.19 |
Max Neg Return (%) | -37.91 | 63.42 | 37.17 | -31.42 | 3.95 | -20.08 | -17.71 | -20.31 | 76.43 | -7.99 | 132.32 | -31.63 | -37.91 | 132.32 | 12.19 |
Pos Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 42 |
Neg Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 58 |