Volatility Analysis
41.53 1.58(3.94%)09/13/2024
Bank OZK (OZK)
For the given dates, OZK current volatility is at 28.87%.
The 1-Month historical standard deviation is at 1.24.
Bank OZK (OZK)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.66 |
| 20 Days | 1.45 |
| 1 Month | 1.24 |
| 3 Months | 2.50 |
| 100 Days | 2.59 |
| 6 Months | 2.95 |
| 9 Months | 3.33 |
| Year-to-date | 3.02 |
| 1 Year | 4.00 |
| 3 Years | 3.95 |
| 5 Years | 8.75 |
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 | 106.71 | -51.98 | 19.86 | 6.14 | 168.28 | -70.14 | 27.08 | -6.46 | 1.15 | -70.14 | 168.28 | 22.29 | |||
| 2023 | -35.41 | 14.28 | -35.41 | 14.28 | -10.57 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 106.71 | -51.98 | 19.86 | 6.14 | 168.28 | -70.14 | 27.08 | -6.46 | 1.15 | nan | -35.41 | 14.28 | -35.41 | 168.28 | nan |
| Max Pos Return (%) | 106.71 | -51.98 | 19.86 | 6.14 | 168.28 | -70.14 | 27.08 | -6.46 | 1.15 | 0.00 | -35.41 | 14.28 | 0.00 | 168.28 | 14.96 |
| Max Neg Return (%) | 106.71 | -51.98 | 19.86 | 6.14 | 168.28 | -70.14 | 27.08 | -6.46 | 1.15 | 0.00 | -35.41 | 14.28 | 0.00 | 168.28 | 14.96 |
| Pos Occurences (%) | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |