Volatility Analysis

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Volatility: 
Days Factor: 
12.41 -0.44(-3.42%)09/13/2024
Home Federal Bancorp Inc (Louisiana) (HFBL)
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  • For the given dates, HFBL current volatility is at 39.55%.
  • The 1-Month historical standard deviation is at 0.35.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.25
    20 Days0.26
    1 Month0.35
    3 Months 0.80
    100 Days 0.79
    6 Months 0.68
    9 Months 1.05
    Year-to-date0.99
    1 Year1.05
    3 Years2.84
    5 Years2.94
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-66.9317.1312.48-11.34-49.83138.7918.7836.50-46.87   -66.93138.795.41
    2023          -59.37277.05-59.37277.05108.84
    Summary
    Avg Returns (%)-66.9317.1312.48-11.34-49.83138.7918.7836.50-46.87nan-59.37277.05-59.37277.05nan
    Max Pos Return (%)-66.9317.1312.48-11.34-49.83138.7918.7836.50-46.870.00-59.37277.050.00277.0522.20
    Max Neg Return (%)-66.9317.1312.48-11.34-49.83138.7918.7836.50-46.870.00-59.37277.050.00277.0522.20
    Pos Occurences (%)0100100001001001000nan01000100nan
    Neg Occurences (%)10000100100000100nan10000100nan