Volatility Analysis

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Volatility: 
Days Factor: 
22.51 0.12(0.54%)09/16/2024
NorthEast Community Bancorp Inc. (NECB)
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  • For the given dates, NECB current volatility is at 18.13%.
  • The 1-Month historical standard deviation is at 0.37.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.26
    20 Days0.31
    1 Month0.37
    3 Months 2.04
    100 Days 2.20
    6 Months 2.74
    9 Months 2.47
    Year-to-date2.53
    1 Year2.35
    3 Years11.48
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024130.018.94-55.5919.6127.219.01105.63-57.851.90   -57.85130.0120.99
    2023          -68.991.25-68.991.25-33.87
    Summary
    Avg Returns (%)130.018.94-55.5919.6127.219.01105.63-57.851.90nan-68.991.25-68.99130.01nan
    Max Pos Return (%)130.018.94-55.5919.6127.219.01105.63-57.851.900.00-68.991.250.00130.0110.09
    Max Neg Return (%)130.018.94-55.5919.6127.219.01105.63-57.851.900.00-68.991.250.00130.0110.09
    Pos Occurences (%)10010001001001001000100nan01000100nan
    Neg Occurences (%)0010000001000nan10000100nan