Volatility Analysis

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Volatility: 
Days Factor: 
19.83 0.10(0.51%)07/01/2024
FS KKR Capital Corp (FSK)
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  • For the given dates, FSK current volatility is at 12.42%.
  • The 1-Month historical standard deviation is at 0.51.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.10
    20 Days0.28
    1 Month0.51
    3 Months 0.51
    100 Days 0.53
    6 Months 0.68
    9 Months 0.60
    Year-to-date0.68
    1 Year0.56
    3 Years0.92
    5 Years3.15
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-3.00239.35-71.0120.09-6.4116.621.95     -71.01239.3528.23
    2023       -9.2523.427.98-65.0698.55-65.0698.5511.13
    Summary
    Avg Returns (%)-3.00239.35-71.0120.09-6.4116.621.95-9.2523.427.98-65.0698.55-71.01239.3521.10
    Max Pos Return (%)-3.00239.35-71.0120.09-6.4116.621.95-9.2523.427.98-65.0698.55-71.01239.3521.10
    Max Neg Return (%)-3.00239.35-71.0120.09-6.4116.621.95-9.2523.427.98-65.0698.55-71.01239.3521.10
    Pos Occurences (%)01000100010010001001000100010058
    Neg Occurences (%)1000100010000100001000010042