Volatility Analysis
31.30 0.32(1.03%)10/04/2024
First Bancshares Inc Miss (FBMS)
For the given dates, FBMS current volatility is at 21.73%.
The 1-Month historical standard deviation is at 0.79.
First Bancshares Inc Miss (FBMS)
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Historical Standard Deviation
Period | Value |
1 Week | 0.46 |
20 Days | 0.84 |
1 Month | 0.79 |
3 Months | 2.13 |
100 Days | 2.62 |
6 Months | 3.66 |
9 Months | 3.30 |
Year-to-date | 3.29 |
1 Year | 2.97 |
3 Years | 4.03 |
5 Years | 5.38 |
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 | 150.62 | -38.86 | 16.53 | 18.47 | -42.59 | 33.43 | 59.23 | -45.70 | 34.52 | -28.05 | -45.70 | 150.62 | 15.76 | ||
2023 | -42.80 | -8.48 | -42.80 | -8.48 | -25.64 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 150.62 | -38.86 | 16.53 | 18.47 | -42.59 | 33.43 | 59.23 | -45.70 | 34.52 | -28.05 | -42.80 | -8.48 | -45.70 | 150.62 | 8.86 |
Max Pos Return (%) | 150.62 | -38.86 | 16.53 | 18.47 | -42.59 | 33.43 | 59.23 | -45.70 | 34.52 | -28.05 | -42.80 | -8.48 | -45.70 | 150.62 | 8.86 |
Max Neg Return (%) | 150.62 | -38.86 | 16.53 | 18.47 | -42.59 | 33.43 | 59.23 | -45.70 | 34.52 | -28.05 | -42.80 | -8.48 | -45.70 | 150.62 | 8.86 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 50 |