Volatility Analysis
45.34 2.17(5.03%)09/13/2024
Live Oak Bancshares Inc (LOB)
For the given dates, LOB current volatility is at 30.77%.
The 1-Month historical standard deviation is at 1.39.
Live Oak Bancshares Inc (LOB)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 1.51 |
| 20 Days | 0.99 |
| 1 Month | 1.39 |
| 3 Months | 4.02 |
| 100 Days | 4.33 |
| 6 Months | 3.76 |
| 9 Months | 3.67 |
| Year-to-date | 3.46 |
| 1 Year | 4.93 |
| 3 Years | 16.73 |
| 5 Years | 18.32 |
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 | 44.29 | -55.93 | 21.39 | 174.93 | -54.69 | -34.51 | 43.68 | -6.10 | -8.38 | -55.93 | 174.93 | 13.85 | |||
| 2023 | 69.77 | -36.08 | 26.01 | -36.08 | 69.77 | 19.90 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 44.29 | -55.93 | 21.39 | 174.93 | -54.69 | -34.51 | 43.68 | -6.10 | -8.38 | 69.77 | -36.08 | 26.01 | -55.93 | 174.93 | 15.37 |
| Max Pos Return (%) | 44.29 | -55.93 | 21.39 | 174.93 | -54.69 | -34.51 | 43.68 | -6.10 | -8.38 | 69.77 | -36.08 | 26.01 | -55.93 | 174.93 | 15.37 |
| Max Neg Return (%) | 44.29 | -55.93 | 21.39 | 174.93 | -54.69 | -34.51 | 43.68 | -6.10 | -8.38 | 69.77 | -36.08 | 26.01 | -55.93 | 174.93 | 15.37 |
| Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 50 |