Volatility Analysis
22.51 0.12(0.54%)09/16/2024
NorthEast Community Bancorp Inc. (NECB)
For the given dates, NECB current volatility is at 18.13%.
The 1-Month historical standard deviation is at 0.37.
NorthEast Community Bancorp Inc. (NECB)
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Historical Standard Deviation
Period | Value |
1 Week | 0.26 |
20 Days | 0.31 |
1 Month | 0.37 |
3 Months | 2.04 |
100 Days | 2.20 |
6 Months | 2.74 |
9 Months | 2.47 |
Year-to-date | 2.53 |
1 Year | 2.35 |
3 Years | 11.48 |
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 | 130.01 | 8.94 | -55.59 | 19.61 | 27.21 | 9.01 | 105.63 | -57.85 | 1.90 | -57.85 | 130.01 | 20.99 | |||
2023 | -68.99 | 1.25 | -68.99 | 1.25 | -33.87 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 130.01 | 8.94 | -55.59 | 19.61 | 27.21 | 9.01 | 105.63 | -57.85 | 1.90 | nan | -68.99 | 1.25 | -68.99 | 130.01 | nan |
Max Pos Return (%) | 130.01 | 8.94 | -55.59 | 19.61 | 27.21 | 9.01 | 105.63 | -57.85 | 1.90 | 0.00 | -68.99 | 1.25 | 0.00 | 130.01 | 10.09 |
Max Neg Return (%) | 130.01 | 8.94 | -55.59 | 19.61 | 27.21 | 9.01 | 105.63 | -57.85 | 1.90 | 0.00 | -68.99 | 1.25 | 0.00 | 130.01 | 10.09 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |