Volatility Analysis

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Volatility: 
Days Factor: 
28.08 0.13(0.47%)09/13/2024
Manulife Financial Corp. (MFC)
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  • For the given dates, MFC current volatility is at 13.81%.
  • The 1-Month historical standard deviation is at 0.76.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.38
    20 Days0.27
    1 Month0.76
    3 Months 0.92
    100 Days 0.89
    6 Months 1.31
    9 Months 1.91
    Year-to-date1.81
    1 Year3.06
    3 Years2.98
    5 Years3.69
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-35.54331.37-68.50-19.1050.5711.49-11.98-1.11-22.33   -68.50331.3726.10
    2023          -20.400.81-20.400.81-9.80
    Summary
    Avg Returns (%)-35.54331.37-68.50-19.1050.5711.49-11.98-1.11-22.33nan-20.400.81-20.40331.37nan
    Max Pos Return (%)-35.54331.37-68.50-19.1050.5711.49-11.98-1.11-22.330.00-20.400.810.00331.3717.94
    Max Neg Return (%)-35.54331.37-68.50-19.1050.5711.49-11.98-1.11-22.330.00-20.400.810.00331.3717.94
    Pos Occurences (%)010000100100000nan01000100nan
    Neg Occurences (%)100010010000100100100nan10000100nan