Volatility Analysis

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Volatility: 
Days Factor: 
25.26 0.65(2.62%)09/13/2024
MGIC Investment Corp (MTG)
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  • For the given dates, MTG current volatility is at 26.75%.
  • The 1-Month historical standard deviation is at 0.64.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.31
    20 Days0.30
    1 Month0.64
    3 Months 1.47
    100 Days 1.56
    6 Months 1.71
    9 Months 1.87
    Year-to-date1.85
    1 Year2.38
    3 Years3.29
    5 Years3.92
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202417.845.5555.65-48.9479.52-2.756.70-43.6987.56   -48.9487.5617.49
    2023         27.2614.95-38.22-38.2227.261.33
    Summary
    Avg Returns (%)17.845.5555.65-48.9479.52-2.756.70-43.6987.5627.2614.95-38.22-48.9487.5613.45
    Max Pos Return (%)17.845.5555.65-48.9479.52-2.756.70-43.6987.5627.2614.95-38.22-48.9487.5613.45
    Max Neg Return (%)17.845.5555.65-48.9479.52-2.756.70-43.6987.5627.2614.95-38.22-48.9487.5613.45
    Pos Occurences (%)1001001000100010001001001000010067
    Neg Occurences (%)00010001000100000100010033