Volatility Analysis
25.70 0.98(3.96%)09/13/2024
HMN Financial Inc. (HMNF)
For the given dates, HMNF current volatility is at 29.21%.
The 1-Month historical standard deviation is at 0.78.
HMN Financial Inc. (HMNF)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.42 |
20 Days | 0.85 |
1 Month | 0.78 |
3 Months | 1.94 |
100 Days | 2.02 |
6 Months | 2.51 |
9 Months | 2.24 |
Year-to-date | 2.30 |
1 Year | 2.52 |
3 Years | 2.14 |
5 Years | 3.11 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | -69.03 | 93.06 | 21.92 | -23.93 | -34.87 | 111.31 | -32.63 | -2.44 | 12.89 | -69.03 | 111.31 | 8.48 | |||
2023 | 126.02 | 110.49 | 110.49 | 126.02 | 118.26 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -69.03 | 93.06 | 21.92 | -23.93 | -34.87 | 111.31 | -32.63 | -2.44 | 12.89 | nan | 126.02 | 110.49 | 110.49 | 126.02 | nan |
Max Pos Return (%) | -69.03 | 93.06 | 21.92 | -23.93 | -34.87 | 111.31 | -32.63 | -2.44 | 12.89 | 0.00 | 126.02 | 110.49 | 0.00 | 126.02 | 26.07 |
Max Neg Return (%) | -69.03 | 93.06 | 21.92 | -23.93 | -34.87 | 111.31 | -32.63 | -2.44 | 12.89 | 0.00 | 126.02 | 110.49 | 0.00 | 126.02 | 26.07 |
Pos Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan | 100 | 100 | 100 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | nan | 0 | 0 | 0 | 100 | nan |