Volatility Analysis
42.59 0.67(1.59%)10/04/2024
FS Bancorp Inc (FSBW)
For the given dates, FSBW current volatility is at 26.26%.
The 1-Month historical standard deviation is at 1.36.
FS Bancorp Inc (FSBW)
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Historical Standard Deviation
Period | Value |
1 Week | 1.07 |
20 Days | 1.40 |
1 Month | 1.36 |
3 Months | 2.88 |
100 Days | 3.40 |
6 Months | 5.09 |
9 Months | 4.55 |
Year-to-date | 4.53 |
1 Year | 4.72 |
3 Years | 4.08 |
5 Years | 5.88 |
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 | 50.09 | 26.06 | -34.41 | -52.00 | 69.37 | 48.35 | 20.99 | -31.10 | -16.88 | 3.73 | -52.00 | 69.37 | 8.42 | ||
2023 | 12.47 | -8.81 | -8.81 | 12.47 | 1.83 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 50.09 | 26.06 | -34.41 | -52.00 | 69.37 | 48.35 | 20.99 | -31.10 | -16.88 | 3.73 | 12.47 | -8.81 | -52.00 | 69.37 | 7.32 |
Max Pos Return (%) | 50.09 | 26.06 | -34.41 | -52.00 | 69.37 | 48.35 | 20.99 | -31.10 | -16.88 | 3.73 | 12.47 | -8.81 | -52.00 | 69.37 | 7.32 |
Max Neg Return (%) | 50.09 | 26.06 | -34.41 | -52.00 | 69.37 | 48.35 | 20.99 | -31.10 | -16.88 | 3.73 | 12.47 | -8.81 | -52.00 | 69.37 | 7.32 |
Pos Occurences (%) | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 42 |