Volatility Analysis
69.84 0.31(0.45%)09/16/2024
Northeast Bank (NBN)
For the given dates, NBN current volatility is at 24.46%.
The 1-Month historical standard deviation is at 1.92.
Northeast Bank (NBN)
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Historical Standard Deviation
Period | Value |
1 Week | 0.95 |
20 Days | 1.34 |
1 Month | 1.92 |
3 Months | 5.21 |
100 Days | 5.54 |
6 Months | 6.70 |
9 Months | 6.19 |
Year-to-date | 6.37 |
1 Year | 7.20 |
3 Years | 9.40 |
5 Years | 13.49 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 121.45 | -58.95 | 7.48 | 21.89 | 64.35 | -8.47 | -40.03 | 33.49 | -23.25 | -58.95 | 121.45 | 13.11 | |||
2023 | -37.48 | -20.05 | -37.48 | -20.05 | -28.77 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 121.45 | -58.95 | 7.48 | 21.89 | 64.35 | -8.47 | -40.03 | 33.49 | -23.25 | nan | -37.48 | -20.05 | -37.48 | 121.45 | nan |
Max Pos Return (%) | 121.45 | -58.95 | 7.48 | 21.89 | 64.35 | -8.47 | -40.03 | 33.49 | -23.25 | 0.00 | -37.48 | -20.05 | 0.00 | 121.45 | 5.04 |
Max Neg Return (%) | 121.45 | -58.95 | 7.48 | 21.89 | 64.35 | -8.47 | -40.03 | 33.49 | -23.25 | 0.00 | -37.48 | -20.05 | 0.00 | 121.45 | 5.04 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | nan | 100 | 100 | 100 | 100 | nan |