Volatility Analysis
60.73 1.62(2.74%)09/13/2024
Independent Bank Corp. (INDB)
For the given dates, INDB current volatility is at 20.05%.
The 1-Month historical standard deviation is at 1.79.
Independent Bank Corp. (INDB)
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Historical Standard Deviation
Period | Value |
1 Week | 0.64 |
20 Days | 1.60 |
1 Month | 1.79 |
3 Months | 5.98 |
100 Days | 6.12 |
6 Months | 5.26 |
9 Months | 5.88 |
Year-to-date | 5.30 |
1 Year | 5.75 |
3 Years | 12.99 |
5 Years | 11.52 |
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 | 48.11 | -16.17 | -6.82 | -3.93 | 9.64 | 14.70 | 20.12 | -17.54 | -43.04 | -43.04 | 48.11 | 0.56 | |||
2023 | -59.55 | 34.09 | -59.55 | 34.09 | -12.73 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 48.11 | -16.17 | -6.82 | -3.93 | 9.64 | 14.70 | 20.12 | -17.54 | -43.04 | nan | -59.55 | 34.09 | -59.55 | 48.11 | nan |
Max Pos Return (%) | 48.11 | -16.17 | -6.82 | -3.93 | 9.64 | 14.70 | 20.12 | -17.54 | -43.04 | 0.00 | -59.55 | 34.09 | 0.00 | 48.11 | -1.70 |
Max Neg Return (%) | 48.11 | -16.17 | -6.82 | -3.93 | 9.64 | 14.70 | 20.12 | -17.54 | -43.04 | 0.00 | -59.55 | 34.09 | 0.00 | 48.11 | -1.70 |
Pos Occurences (%) | 100 | 0 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |