Volatility Analysis

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Volatility: 
Days Factor: 
29.45 0.15(0.51%)09/13/2024
Lincoln National Corp. (LNC)
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  • For the given dates, LNC current volatility is at 30.23%.
  • The 1-Month historical standard deviation is at 1.19.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.31
    20 Days1.43
    1 Month1.19
    3 Months 1.31
    100 Days 1.28
    6 Months 1.78
    9 Months 2.14
    Year-to-date2.12
    1 Year3.23
    3 Years14.86
    5 Years14.06
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-3.619.5342.88-32.85-3.74-19.6510.19-32.3494.47   -32.8594.477.21
    2023         28.09-57.5842.80-57.5842.804.44
    Summary
    Avg Returns (%)-3.619.5342.88-32.85-3.74-19.6510.19-32.3494.4728.09-57.5842.80-57.5894.476.52
    Max Pos Return (%)-3.619.5342.88-32.85-3.74-19.6510.19-32.3494.4728.09-57.5842.80-57.5894.476.52
    Max Neg Return (%)-3.619.5342.88-32.85-3.74-19.6510.19-32.3494.4728.09-57.5842.80-57.5894.476.52
    Pos Occurences (%)010010000010001001000100010050
    Neg Occurences (%)100001001001000100001000010050