Volatility Analysis

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Volatility: 
Days Factor: 
1.76 -0.09(-4.86%)09/06/2024
Fabien Corp (FBIO)
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  • For the given dates, FBIO current volatility is at 40.18%.
  • The 1-Month historical standard deviation is at 0.12.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.10
    20 Days0.10
    1 Month0.12
    3 Months 0.18
    100 Days 0.17
    6 Months 0.15
    9 Months 0.39
    Year-to-date0.19
    1 Year0.68
    3 Years0.72
    5 Years0.98
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-68.7919.94-19.44-45.62105.40-24.15155.77-69.39-5.47   -69.39155.775.36
    2023         102.11134.86-40.23-40.23134.8665.58
    Summary
    Avg Returns (%)-68.7919.94-19.44-45.62105.40-24.15155.77-69.39-5.47102.11134.86-40.23-69.39155.7720.42
    Max Pos Return (%)-68.7919.94-19.44-45.62105.40-24.15155.77-69.39-5.47102.11134.86-40.23-69.39155.7720.42
    Max Neg Return (%)-68.7919.94-19.44-45.62105.40-24.15155.77-69.39-5.47102.11134.86-40.23-69.39155.7720.42
    Pos Occurences (%)0100001000100001001000010042
    Neg Occurences (%)10001001000100010010000100010058