Volatility Analysis

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Volatility: 
Days Factor: 
16.50 0.16(0.98%)09/13/2024
Old Second Bancorporation Inc. (OSBC)
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  • For the given dates, OSBC current volatility is at 13.58%.
  • The 1-Month historical standard deviation is at 0.48.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.17
    20 Days0.22
    1 Month0.48
    3 Months 1.05
    100 Days 1.13
    6 Months 1.21
    9 Months 1.17
    Year-to-date1.17
    1 Year1.09
    3 Years1.36
    5 Years2.61
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024143.25-63.1357.2318.10-29.6711.75-3.19-17.47-30.96   -63.13143.259.55
    2023         -14.95-35.7724.39-35.7724.39-8.78
    Summary
    Avg Returns (%)143.25-63.1357.2318.10-29.6711.75-3.19-17.47-30.96-14.95-35.7724.39-63.13143.254.97
    Max Pos Return (%)143.25-63.1357.2318.10-29.6711.75-3.19-17.47-30.96-14.95-35.7724.39-63.13143.254.97
    Max Neg Return (%)143.25-63.1357.2318.10-29.6711.75-3.19-17.47-30.96-14.95-35.7724.39-63.13143.254.97
    Pos Occurences (%)1000100100010000000100010042
    Neg Occurences (%)01000010001001001001001000010058