Volatility Analysis
11.43 0.83(7.78%)09/16/2024
New York Community Bancorp Inc. (NYCB)
For the given dates, NYCB current volatility is at 67.44%.
The 1-Month historical standard deviation is at 0.42.
New York Community Bancorp Inc. (NYCB)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.58 |
| 20 Days | 0.40 |
| 1 Month | 0.42 |
| 3 Months | 3.31 |
| 100 Days | 3.48 |
| 6 Months | 3.54 |
| 9 Months | 3.42 |
| Year-to-date | 3.38 |
| 1 Year | 3.42 |
| 3 Years | 2.67 |
| 5 Years | 2.21 |
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 | 587.70 | -71.87 | -2.56 | -13.97 | -39.39 | 52.48 | 16.51 | 2.76 | 11.36 | -71.87 | 587.70 | 60.34 | |||
| 2023 | -27.88 | 8.12 | -27.88 | 8.12 | -9.88 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 587.70 | -71.87 | -2.56 | -13.97 | -39.39 | 52.48 | 16.51 | 2.76 | 11.36 | nan | -27.88 | 8.12 | -27.88 | 587.70 | nan |
| Max Pos Return (%) | 587.70 | -71.87 | -2.56 | -13.97 | -39.39 | 52.48 | 16.51 | 2.76 | 11.36 | 0.00 | -27.88 | 8.12 | 0.00 | 587.70 | 43.61 |
| Max Neg Return (%) | 587.70 | -71.87 | -2.56 | -13.97 | -39.39 | 52.48 | 16.51 | 2.76 | 11.36 | 0.00 | -27.88 | 8.12 | 0.00 | 587.70 | 43.61 |
| Pos Occurences (%) | 100 | 0 | 0 | 0 | 0 | 100 | 100 | 100 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 100 | 100 | 0 | 0 | 0 | 0 | nan | 100 | 0 | 0 | 100 | nan |