Volatility Analysis

-
Volatility: 
Days Factor: 
42.59 0.67(1.59%)10/04/2024
FS Bancorp Inc (FSBW)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, FSBW current volatility is at 26.26%.
  • The 1-Month historical standard deviation is at 1.36.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.07
    20 Days1.40
    1 Month1.36
    3 Months 2.88
    100 Days 3.40
    6 Months 5.09
    9 Months 4.55
    Year-to-date4.53
    1 Year4.72
    3 Years4.08
    5 Years5.88
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202450.0926.06-34.41-52.0069.3748.3520.99-31.10-16.883.73  -52.0069.378.42
    2023          12.47-8.81-8.8112.471.83
    Summary
    Avg Returns (%)50.0926.06-34.41-52.0069.3748.3520.99-31.10-16.883.7312.47-8.81-52.0069.377.32
    Max Pos Return (%)50.0926.06-34.41-52.0069.3748.3520.99-31.10-16.883.7312.47-8.81-52.0069.377.32
    Max Neg Return (%)50.0926.06-34.41-52.0069.3748.3520.99-31.10-16.883.7312.47-8.81-52.0069.377.32
    Pos Occurences (%)10010000100100100001001000010058
    Neg Occurences (%)0010010000010010000100010042