Volatility Analysis

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Volatility: 
Days Factor: 
21.59 0.00(0.00%)09/05/2024
Mizuho Financial Group, Inc. (MZHOF)
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  • For the given dates, MZHOF current volatility is at 15.60%.
  • The 1-Month historical standard deviation is at 1.58.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.34
    20 Days1.67
    1 Month1.58
    3 Months 1.46
    6 Months 1.46
    9 Months 1.98
    Year-to-date2.01
    1 Year1.84
    3 Years2.73
    5 Years2.40
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024naninf125.960.43-2.71 -39.83109.61-82.70   -82.7013.85
    2023         -66.35-100.00nan-100.00-55.45
    Summary
    Avg Returns (%)0.000.00125.960.43-2.71nan-39.83109.61-82.70-66.35-100.000.00-100.00125.96nan
    Max Pos Return (%)125.960.43-2.710.00-39.83109.61-82.70-66.35-100.000.00-4.63
    Max Neg Return (%)125.960.43-2.710.00-39.83109.61-82.70-66.35-100.000.00-4.63
    Pos Occurences (%)001001000nan010000000100nan
    Neg Occurences (%)10010000100nan10001001001001000100nan