Volatility Analysis

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Volatility: 
Days Factor: 
14.05 -0.01(-0.07%)10/04/2024
Saga Communications, Inc. (SGA)
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  • For the given dates, SGA current volatility is at 18.44%.
  • The 1-Month historical standard deviation is at 0.21.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.21
    20 Days0.24
    1 Month0.21
    3 Months 0.39
    100 Days 0.41
    6 Months 3.12
    9 Months 3.79
    Year-to-date3.79
    1 Year3.48
    3 Years2.81
    5 Years2.90
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-65.0629.91-31.94-30.27107.47-16.00-34.45-39.7479.80-18.05  -65.06107.47-1.83
    2023          42.59214.6742.59214.67128.63
    Summary
    Avg Returns (%)-65.0629.91-31.94-30.27107.47-16.00-34.45-39.7479.80-18.0542.59214.67-65.06214.6719.91
    Max Pos Return (%)-65.0629.91-31.94-30.27107.47-16.00-34.45-39.7479.80-18.0542.59214.67-65.06214.6719.91
    Max Neg Return (%)-65.0629.91-31.94-30.27107.47-16.00-34.45-39.7479.80-18.0542.59214.67-65.06214.6719.91
    Pos Occurences (%)0100001000001000100100010042
    Neg Occurences (%)10001001000100100100010000010058