Volatility Analysis

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Volatility: 
Days Factor: 
25.70 0.98(3.96%)09/13/2024
HMN Financial Inc. (HMNF)
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  • For the given dates, HMNF current volatility is at 29.21%.
  • The 1-Month historical standard deviation is at 0.78.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.42
    20 Days0.85
    1 Month0.78
    3 Months 1.94
    100 Days 2.02
    6 Months 2.51
    9 Months 2.24
    Year-to-date2.30
    1 Year2.52
    3 Years2.14
    5 Years3.11
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-69.0393.0621.92-23.93-34.87111.31-32.63-2.4412.89   -69.03111.318.48
    2023          126.02110.49110.49126.02118.26
    Summary
    Avg Returns (%)-69.0393.0621.92-23.93-34.87111.31-32.63-2.4412.89nan126.02110.49110.49126.02nan
    Max Pos Return (%)-69.0393.0621.92-23.93-34.87111.31-32.63-2.4412.890.00126.02110.490.00126.0226.07
    Max Neg Return (%)-69.0393.0621.92-23.93-34.87111.31-32.63-2.4412.890.00126.02110.490.00126.0226.07
    Pos Occurences (%)01001000010000100nan100100100100nan
    Neg Occurences (%)1000010010001001000nan000100nan