Volatility Analysis

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Volatility: 
Days Factor: 
31.30 0.32(1.03%)10/04/2024
First Bancshares Inc Miss (FBMS)
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  • For the given dates, FBMS current volatility is at 21.73%.
  • The 1-Month historical standard deviation is at 0.79.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.46
    20 Days0.84
    1 Month0.79
    3 Months 2.13
    100 Days 2.62
    6 Months 3.66
    9 Months 3.30
    Year-to-date3.29
    1 Year2.97
    3 Years4.03
    5 Years5.38
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024150.62-38.8616.5318.47-42.5933.4359.23-45.7034.52-28.05  -45.70150.6215.76
    2023          -42.80-8.48-42.80-8.48-25.64
    Summary
    Avg Returns (%)150.62-38.8616.5318.47-42.5933.4359.23-45.7034.52-28.05-42.80-8.48-45.70150.628.86
    Max Pos Return (%)150.62-38.8616.5318.47-42.5933.4359.23-45.7034.52-28.05-42.80-8.48-45.70150.628.86
    Max Neg Return (%)150.62-38.8616.5318.47-42.5933.4359.23-45.7034.52-28.05-42.80-8.48-45.70150.628.86
    Pos Occurences (%)100010010001001000100000010050
    Neg Occurences (%)010000100001000100100100010050