Volatility Analysis

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Volatility: 
Days Factor: 
69.84 0.31(0.45%)09/16/2024
Northeast Bank (NBN)
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  • For the given dates, NBN current volatility is at 24.46%.
  • The 1-Month historical standard deviation is at 1.92.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.95
    20 Days1.34
    1 Month1.92
    3 Months 5.21
    100 Days 5.54
    6 Months 6.70
    9 Months 6.19
    Year-to-date6.37
    1 Year7.20
    3 Years9.40
    5 Years13.49
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024121.45-58.957.4821.8964.35-8.47-40.0333.49-23.25   -58.95121.4513.11
    2023          -37.48-20.05-37.48-20.05-28.77
    Summary
    Avg Returns (%)121.45-58.957.4821.8964.35-8.47-40.0333.49-23.25nan-37.48-20.05-37.48121.45nan
    Max Pos Return (%)121.45-58.957.4821.8964.35-8.47-40.0333.49-23.250.00-37.48-20.050.00121.455.04
    Max Neg Return (%)121.45-58.957.4821.8964.35-8.47-40.0333.49-23.250.00-37.48-20.050.00121.455.04
    Pos Occurences (%)1000100100100001000nan000100nan
    Neg Occurences (%)01000001001000100nan100100100100nan