Volatility Analysis
16.50 0.16(0.98%)09/13/2024
Old Second Bancorporation Inc. (OSBC)
For the given dates, OSBC current volatility is at 13.58%.
The 1-Month historical standard deviation is at 0.48.
Old Second Bancorporation Inc. (OSBC)
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Historical Standard Deviation
Period | Value |
1 Week | 0.17 |
20 Days | 0.22 |
1 Month | 0.48 |
3 Months | 1.05 |
100 Days | 1.13 |
6 Months | 1.21 |
9 Months | 1.17 |
Year-to-date | 1.17 |
1 Year | 1.09 |
3 Years | 1.36 |
5 Years | 2.61 |
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 | 143.25 | -63.13 | 57.23 | 18.10 | -29.67 | 11.75 | -3.19 | -17.47 | -30.96 | -63.13 | 143.25 | 9.55 | |||
2023 | -14.95 | -35.77 | 24.39 | -35.77 | 24.39 | -8.78 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 143.25 | -63.13 | 57.23 | 18.10 | -29.67 | 11.75 | -3.19 | -17.47 | -30.96 | -14.95 | -35.77 | 24.39 | -63.13 | 143.25 | 4.97 |
Max Pos Return (%) | 143.25 | -63.13 | 57.23 | 18.10 | -29.67 | 11.75 | -3.19 | -17.47 | -30.96 | -14.95 | -35.77 | 24.39 | -63.13 | 143.25 | 4.97 |
Max Neg Return (%) | 143.25 | -63.13 | 57.23 | 18.10 | -29.67 | 11.75 | -3.19 | -17.47 | -30.96 | -14.95 | -35.77 | 24.39 | -63.13 | 143.25 | 4.97 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | 42 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 100 | 100 | 0 | 0 | 100 | 58 |