Volatility | KlickAnalytics

Volatility Analysis

46.46 0.08(0.17%)09/27/2024
Peoples Financial Services Corp (PFIS)

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For the given dates, PFIS current volatility is at 23.60%.

The 1-Month historical standard deviation is at 1.42.

Historical Standard Deviation

Period	Value
1 Week	0.61
20 Days	1.41
1 Month	1.42
3 Months	2.20
100 Days	2.59
6 Months	3.89
9 Months	3.71
Year-to-date	3.67
1 Year	3.50
3 Years	4.82
5 Years	6.04

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	54.25	7.83	29.34	-56.09	27.60	34.72	-29.60	0.73	-26.83				-56.09	54.25	4.66
2023											-19.06	61.09	-19.06	61.09	21.02
Summary
Avg Returns (%)	54.25	7.83	29.34	-56.09	27.60	34.72	-29.60	0.73	-26.83	nan	-19.06	61.09	-19.06	61.09	nan
Max Pos Return (%)	54.25	7.83	29.34	-56.09	27.60	34.72	-29.60	0.73	-26.83	0.00	-19.06	61.09	0.00	61.09	7.00
Max Neg Return (%)	54.25	7.83	29.34	-56.09	27.60	34.72	-29.60	0.73	-26.83	0.00	-19.06	61.09	0.00	61.09	7.00
Pos Occurences (%)	100	100	100	0	100	100	0	100	0	nan	0	100	0	100	nan
Neg Occurences (%)	0	0	0	100	0	0	100	0	100	nan	100	0	0	100	nan