Volatility Analysis

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Volatility: 
Days Factor: 
22.58 0.33(1.46%)09/27/2024
SLM Corp. (SLM)
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  • For the given dates, SLM current volatility is at 19.77%.
  • The 1-Month historical standard deviation is at 0.72.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.35
    20 Days0.79
    1 Month0.72
    3 Months 1.03
    100 Days 1.01
    6 Months 0.83
    9 Months 1.09
    Year-to-date1.08
    1 Year2.92
    3 Years2.62
    5 Years4.54
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202489.40-27.46-1.56-2.2025.48-20.03-5.263.16-8.38   -27.4689.405.91
    2023          81.00-59.86-59.8681.0010.57
    Summary
    Avg Returns (%)89.40-27.46-1.56-2.2025.48-20.03-5.263.16-8.38nan81.00-59.86-59.8689.40nan
    Max Pos Return (%)89.40-27.46-1.56-2.2025.48-20.03-5.263.16-8.380.0081.00-59.860.0089.406.19
    Max Neg Return (%)89.40-27.46-1.56-2.2025.48-20.03-5.263.16-8.380.0081.00-59.860.0089.406.19
    Pos Occurences (%)100000100001000nan10000100nan
    Neg Occurences (%)010010010001001000100nan01000100nan