Volatility Analysis

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Volatility: 
Days Factor: 
29.24 0.27(0.93%)09/16/2024
First United Corporation (FUNC)
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  • For the given dates, FUNC current volatility is at 5.72%.
  • The 1-Month historical standard deviation is at 0.47.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.12
    20 Days0.09
    1 Month0.47
    3 Months 3.66
    100 Days 3.80
    6 Months 3.13
    9 Months 2.66
    Year-to-date2.74
    1 Year3.53
    3 Years3.27
    5 Years3.82
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202444.14-45.9317.90-61.06431.57-48.23215.23-70.93-61.76   -70.93431.5746.77
    2023          8.6623.348.6623.3416.00
    Summary
    Avg Returns (%)44.14-45.9317.90-61.06431.57-48.23215.23-70.93-61.76nan8.6623.348.66431.57nan
    Max Pos Return (%)44.14-45.9317.90-61.06431.57-48.23215.23-70.93-61.760.008.6623.340.00431.5737.74
    Max Neg Return (%)44.14-45.9317.90-61.06431.57-48.23215.23-70.93-61.760.008.6623.340.00431.5737.74
    Pos Occurences (%)10001000100010000nan100100100100nan
    Neg Occurences (%)0100010001000100100nan000100nan