Volatility Analysis

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Volatility: 
Days Factor: 
60.73 1.62(2.74%)09/13/2024
Independent Bank Corp. (INDB)
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  • For the given dates, INDB current volatility is at 20.05%.
  • The 1-Month historical standard deviation is at 1.79.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.64
    20 Days1.60
    1 Month1.79
    3 Months 5.98
    100 Days 6.12
    6 Months 5.26
    9 Months 5.88
    Year-to-date5.30
    1 Year5.75
    3 Years12.99
    5 Years11.52
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202448.11-16.17-6.82-3.939.6414.7020.12-17.54-43.04   -43.0448.110.56
    2023          -59.5534.09-59.5534.09-12.73
    Summary
    Avg Returns (%)48.11-16.17-6.82-3.939.6414.7020.12-17.54-43.04nan-59.5534.09-59.5548.11nan
    Max Pos Return (%)48.11-16.17-6.82-3.939.6414.7020.12-17.54-43.040.00-59.5534.090.0048.11-1.70
    Max Neg Return (%)48.11-16.17-6.82-3.939.6414.7020.12-17.54-43.040.00-59.5534.090.0048.11-1.70
    Pos Occurences (%)10000010010010000nan01000100nan
    Neg Occurences (%)0100100100000100100nan10000100nan