Volatility Analysis

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Volatility: 
Days Factor: 
86.24 0.00(0.00%)09/05/2024
Mission Bancorp (MSBC)
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  • For the given dates, MSBC current volatility is at 5.10%.
  • The 1-Month historical standard deviation is at 0.50.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.43
    20 Days0.43
    1 Month0.50
    3 Months 0.94
    100 Days 1.19
    6 Months 1.63
    9 Months 3.12
    Year-to-date2.54
    1 Year3.74
    3 Years5.53
    5 Years8.64
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024196.0417.405.27-34.89-15.43-45.25-23.15-70.7127.16   -70.71196.046.27
    2023         1,195.16-84.02256.13-84.02256.1357.70
    Summary
    Avg Returns (%)196.0417.405.27-34.89-15.43-45.25-23.15-70.7127.161.00-84.02256.13-84.02256.1319.13
    Max Pos Return (%)196.0417.405.27-34.89-15.43-45.25-23.15-70.7127.161.00-84.02256.13-84.02256.1319.13
    Max Neg Return (%)196.0417.405.27-34.89-15.43-45.25-23.15-70.7127.161.00-84.02256.13-84.02256.1319.13
    Pos Occurences (%)100100100000001001000100010050
    Neg Occurences (%)000100100100100100001000010050