Volatility Analysis

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Volatility: 
Days Factor: 
2.72 -0.02(-0.73%)09/13/2024
SAB Biotherapeutics Inc (SABS)
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  • For the given dates, SABS current volatility is at 57.59%.
  • The 1-Month historical standard deviation is at 0.06.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.02
    20 Days0.06
    1 Month0.06
    3 Months 0.16
    100 Days 0.15
    6 Months 0.13
    9 Months 0.16
    Year-to-date0.15
    1 Year0.16
    3 Years3.79
    5 Years3.80
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202429.22159.958.62-34.2541.7952.09-60.98115.53-53.20   -60.98159.9528.75
    2023         21.15-35.62-72.38-72.3821.15-28.95
    Summary
    Avg Returns (%)29.22159.958.62-34.2541.7952.09-60.98115.53-53.2021.15-35.62-72.38-72.38159.9514.33
    Max Pos Return (%)29.22159.958.62-34.2541.7952.09-60.98115.53-53.2021.15-35.62-72.38-72.38159.9514.33
    Max Neg Return (%)29.22159.958.62-34.2541.7952.09-60.98115.53-53.2021.15-35.62-72.38-72.38159.9514.33
    Pos Occurences (%)10010010001001000100010000010058
    Neg Occurences (%)0001000010001000100100010042