Volatility Analysis

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Volatility: 
Days Factor: 
11.67 0.25(2.19%)09/16/2024
Meridian Corp (MRBK)
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  • For the given dates, MRBK current volatility is at 27.97%.
  • The 1-Month historical standard deviation is at 0.37.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.28
    20 Days0.26
    1 Month0.37
    3 Months 0.54
    100 Days 0.56
    6 Months 0.97
    9 Months 1.42
    Year-to-date1.30
    1 Year1.45
    3 Years7.93
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202479.2218.37-57.5687.18-37.57-24.26-21.39108.1914.86   -57.56108.1918.56
    2023          -36.87-36.75-36.87-36.75-36.81
    Summary
    Avg Returns (%)79.2218.37-57.5687.18-37.57-24.26-21.39108.1914.86nan-36.87-36.75-36.87108.19nan
    Max Pos Return (%)79.2218.37-57.5687.18-37.57-24.26-21.39108.1914.860.00-36.87-36.750.00108.197.79
    Max Neg Return (%)79.2218.37-57.5687.18-37.57-24.26-21.39108.1914.860.00-36.87-36.750.00108.197.79
    Pos Occurences (%)1001000100000100100nan000100nan
    Neg Occurences (%)00100010010010000nan100100100100nan