Volatility Analysis

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Volatility: 
Days Factor: 
14.20 -0.20(-1.39%)09/13/2024
Mid-Southern Savings Bank FSB (MSVB)
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  • For the given dates, MSVB current volatility is at 23.91%.
  • The 1-Month historical standard deviation is at 0.19.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.30
    20 Days0.21
    1 Month0.19
    3 Months 0.22
    100 Days 0.22
    6 Months 0.23
    9 Months 1.80
    Year-to-date1.26
    1 Year2.12
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024684.76-94.6719.2453.26-37.3683.10-15.88139.64-29.95   -94.67684.7689.13
    2023          95.31-54.13-54.1395.3120.59
    Summary
    Avg Returns (%)684.76-94.6719.2453.26-37.3683.10-15.88139.64-29.95nan95.31-54.13-54.13684.76nan
    Max Pos Return (%)684.76-94.6719.2453.26-37.3683.10-15.88139.64-29.950.0095.31-54.130.00684.7670.28
    Max Neg Return (%)684.76-94.6719.2453.26-37.3683.10-15.88139.64-29.950.0095.31-54.130.00684.7670.28
    Pos Occurences (%)1000100100010001000nan10000100nan
    Neg Occurences (%)01000010001000100nan01000100nan