Volatility Analysis
43.19 -0.04(-0.09%)06/21/2024
Independent Bank Group Inc (IBTX)
For the given dates, IBTX current volatility is at 23.20%.
The 1-Month historical standard deviation is at 1.48.
Independent Bank Group Inc (IBTX)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.44 |
| 20 Days | 0.87 |
| 1 Month | 1.48 |
| 3 Months | 2.38 |
| 100 Days | 2.29 |
| 6 Months | 3.75 |
| 9 Months | 4.59 |
| Year-to-date | 3.50 |
| 1 Year | 4.52 |
| 3 Years | 12.89 |
| 5 Years | 13.39 |
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 | 85.16 | -32.29 | 25.77 | -6.64 | 25.31 | -51.10 | -51.10 | 85.16 | 7.70 | ||||||
| 2023 | -61.51 | -25.41 | 75.36 | 17.34 | -22.07 | -61.51 | 75.36 | -3.26 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 85.16 | -32.29 | 25.77 | -6.64 | 25.31 | -51.10 | nan | -61.51 | -25.41 | 75.36 | 17.34 | -22.07 | -61.51 | 85.16 | nan |
| Max Pos Return (%) | 85.16 | -32.29 | 25.77 | -6.64 | 25.31 | -51.10 | 0.00 | -61.51 | -25.41 | 75.36 | 17.34 | -22.07 | 0.00 | 85.16 | 2.49 |
| Max Neg Return (%) | 85.16 | -32.29 | 25.77 | -6.64 | 25.31 | -51.10 | 0.00 | -61.51 | -25.41 | 75.36 | 17.34 | -22.07 | 0.00 | 85.16 | 2.49 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | nan | 0 | 0 | 100 | 100 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | nan | 100 | 100 | 0 | 0 | 100 | 0 | 100 | nan |