Volatility Analysis
34.38 0.32(0.92%)09/16/2024
Nisource Inc. (Holding Co.) (NI)
For the given dates, NI current volatility is at 7.56%.
The 1-Month historical standard deviation is at 0.64.
Nisource Inc. (Holding Co.) (NI)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.37 |
| 20 Days | 0.46 |
| 1 Month | 0.64 |
| 3 Months | 1.77 |
| 100 Days | 1.85 |
| 6 Months | 2.05 |
| 9 Months | 2.33 |
| Year-to-date | 2.34 |
| 1 Year | 2.38 |
| 3 Years | 2.13 |
| 5 Years | 2.99 |
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 | 26.54 | 0.76 | -38.21 | 26.38 | 95.24 | -49.13 | -15.08 | -42.39 | 19.25 | -49.13 | 95.24 | 2.60 | |||
| 2023 | -52.53 | 19.24 | -52.53 | 19.24 | -16.65 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 26.54 | 0.76 | -38.21 | 26.38 | 95.24 | -49.13 | -15.08 | -42.39 | 19.25 | nan | -52.53 | 19.24 | -52.53 | 95.24 | nan |
| Max Pos Return (%) | 26.54 | 0.76 | -38.21 | 26.38 | 95.24 | -49.13 | -15.08 | -42.39 | 19.25 | 0.00 | -52.53 | 19.24 | 0.00 | 95.24 | -0.83 |
| Max Neg Return (%) | 26.54 | 0.76 | -38.21 | 26.38 | 95.24 | -49.13 | -15.08 | -42.39 | 19.25 | 0.00 | -52.53 | 19.24 | 0.00 | 95.24 | -0.83 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |