Volatility Analysis
22.58 0.33(1.46%)09/27/2024
SLM Corp. (SLM)
For the given dates, SLM current volatility is at 19.77%.
The 1-Month historical standard deviation is at 0.72.
SLM Corp. (SLM)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.35 |
20 Days | 0.79 |
1 Month | 0.72 |
3 Months | 1.03 |
100 Days | 1.01 |
6 Months | 0.83 |
9 Months | 1.09 |
Year-to-date | 1.08 |
1 Year | 2.92 |
3 Years | 2.62 |
5 Years | 4.54 |
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 | 89.40 | -27.46 | -1.56 | -2.20 | 25.48 | -20.03 | -5.26 | 3.16 | -8.38 | -27.46 | 89.40 | 5.91 | |||
2023 | 81.00 | -59.86 | -59.86 | 81.00 | 10.57 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 89.40 | -27.46 | -1.56 | -2.20 | 25.48 | -20.03 | -5.26 | 3.16 | -8.38 | nan | 81.00 | -59.86 | -59.86 | 89.40 | nan |
Max Pos Return (%) | 89.40 | -27.46 | -1.56 | -2.20 | 25.48 | -20.03 | -5.26 | 3.16 | -8.38 | 0.00 | 81.00 | -59.86 | 0.00 | 89.40 | 6.19 |
Max Neg Return (%) | 89.40 | -27.46 | -1.56 | -2.20 | 25.48 | -20.03 | -5.26 | 3.16 | -8.38 | 0.00 | 81.00 | -59.86 | 0.00 | 89.40 | 6.19 |
Pos Occurences (%) | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |