Volatility Analysis
66.28 1.33(2.05%)09/13/2024
First American Bank (FAF)
For the given dates, FAF current volatility is at 16.89%.
The 1-Month historical standard deviation is at 1.54.
First American Bank (FAF)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.61 |
| 20 Days | 1.01 |
| 1 Month | 1.54 |
| 3 Months | 4.18 |
| 100 Days | 4.31 |
| 6 Months | 3.64 |
| 9 Months | 3.56 |
| Year-to-date | 3.34 |
| 1 Year | 3.71 |
| 3 Years | 6.44 |
| 5 Years | 7.54 |
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 | -13.38 | -11.83 | 62.96 | 32.84 | -38.81 | -41.11 | 36.43 | -20.29 | -5.26 | -41.11 | 62.96 | 0.17 | |||
| 2023 | -66.39 | 161.68 | -66.39 | 161.68 | 47.65 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -13.38 | -11.83 | 62.96 | 32.84 | -38.81 | -41.11 | 36.43 | -20.29 | -5.26 | nan | -66.39 | 161.68 | -66.39 | 161.68 | nan |
| Max Pos Return (%) | -13.38 | -11.83 | 62.96 | 32.84 | -38.81 | -41.11 | 36.43 | -20.29 | -5.26 | 0.00 | -66.39 | 161.68 | 0.00 | 161.68 | 8.07 |
| Max Neg Return (%) | -13.38 | -11.83 | 62.96 | 32.84 | -38.81 | -41.11 | 36.43 | -20.29 | -5.26 | 0.00 | -66.39 | 161.68 | 0.00 | 161.68 | 8.07 |
| Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |