Volatility Analysis

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Volatility: 
Days Factor: 
12.70 0.16(1.24%)09/13/2024
First Of Long Island Corp. (FLIC)
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  • For the given dates, FLIC current volatility is at 21.78%.
  • The 1-Month historical standard deviation is at 0.28.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.13
    20 Days0.13
    1 Month0.28
    3 Months 1.20
    100 Days 1.27
    6 Months 1.11
    9 Months 1.19
    Year-to-date1.10
    1 Year1.07
    3 Years3.34
    5 Years3.32
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202413.71-10.4822.6949.65-36.38-27.7748.31-31.12-9.83   -36.3849.652.09
    2023         44.30-16.4441.90-16.4444.3023.25
    Summary
    Avg Returns (%)13.71-10.4822.6949.65-36.38-27.7748.31-31.12-9.8344.30-16.4441.90-36.3849.657.38
    Max Pos Return (%)13.71-10.4822.6949.65-36.38-27.7748.31-31.12-9.8344.30-16.4441.90-36.3849.657.38
    Max Neg Return (%)13.71-10.4822.6949.65-36.38-27.7748.31-31.12-9.8344.30-16.4441.90-36.3849.657.38
    Pos Occurences (%)100010010000100001000100010050
    Neg Occurences (%)010000100100010010001000010050