Volatility Analysis
50.23 0.67(1.35%)09/16/2024
Oppenheimer Holdings Inc (OPY)
For the given dates, OPY current volatility is at 14.89%.
The 1-Month historical standard deviation is at 0.98.
Oppenheimer Holdings Inc (OPY)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.40 |
| 20 Days | 1.11 |
| 1 Month | 0.98 |
| 3 Months | 2.38 |
| 100 Days | 2.56 |
| 6 Months | 5.28 |
| 9 Months | 5.41 |
| Year-to-date | 5.50 |
| 1 Year | 5.45 |
| 3 Years | 5.46 |
| 5 Years | 9.38 |
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 | 39.19 | -26.86 | 68.21 | 0.78 | -30.90 | -34.58 | 331.27 | -64.89 | -25.54 | -64.89 | 331.27 | 28.52 | |||
| 2023 | -26.26 | -5.90 | -26.26 | -5.90 | -16.08 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 39.19 | -26.86 | 68.21 | 0.78 | -30.90 | -34.58 | 331.27 | -64.89 | -25.54 | nan | -26.26 | -5.90 | -26.26 | 331.27 | nan |
| Max Pos Return (%) | 39.19 | -26.86 | 68.21 | 0.78 | -30.90 | -34.58 | 331.27 | -64.89 | -25.54 | 0.00 | -26.26 | -5.90 | 0.00 | 331.27 | 18.71 |
| Max Neg Return (%) | 39.19 | -26.86 | 68.21 | 0.78 | -30.90 | -34.58 | 331.27 | -64.89 | -25.54 | 0.00 | -26.26 | -5.90 | 0.00 | 331.27 | 18.71 |
| Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 100 | nan | 100 | 100 | 100 | 100 | nan |