Volatility Analysis

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Volatility: 
Days Factor: 
41.50 0.30(0.73%)09/13/2024
Plumas Bancorp. (PLBC)
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  • For the given dates, PLBC current volatility is at 17.47%.
  • The 1-Month historical standard deviation is at 1.36.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.62
    20 Days0.56
    1 Month1.36
    3 Months 2.98
    100 Days 3.02
    6 Months 2.64
    9 Months 2.75
    Year-to-date2.50
    1 Year2.67
    3 Years3.46
    5 Years6.93
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20244.83-37.83-29.65-49.8453.5299.23-37.2497.16-60.09   -60.0999.234.45
    2023         -1.37-22.11173.41-22.11173.4149.98
    Summary
    Avg Returns (%)4.83-37.83-29.65-49.8453.5299.23-37.2497.16-60.09-1.37-22.11173.41-60.09173.4115.84
    Max Pos Return (%)4.83-37.83-29.65-49.8453.5299.23-37.2497.16-60.09-1.37-22.11173.41-60.09173.4115.84
    Max Neg Return (%)4.83-37.83-29.65-49.8453.5299.23-37.2497.16-60.09-1.37-22.11173.41-60.09173.4115.84
    Pos Occurences (%)1000001001000100000100010042
    Neg Occurences (%)01001001000010001001001000010058