Volatility Analysis

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Volatility: 
Days Factor: 
9.25 0.13(1.43%)10/04/2024
Security National Financial Corp. (SNFCA)
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  • For the given dates, SNFCA current volatility is at 17.53%.
  • The 1-Month historical standard deviation is at 0.27.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.06
    20 Days0.24
    1 Month0.27
    3 Months 0.53
    100 Days 0.52
    6 Months 0.75
    9 Months 0.65
    Year-to-date0.65
    1 Year0.67
    3 Years0.89
    5 Years1.37
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202456.50-12.0329.32-54.34120.02-27.65-47.4178.53-49.04-4.82  -54.34120.028.91
    2023          -44.1425.76-44.1425.76-9.19
    Summary
    Avg Returns (%)56.50-12.0329.32-54.34120.02-27.65-47.4178.53-49.04-4.82-44.1425.76-54.34120.025.89
    Max Pos Return (%)56.50-12.0329.32-54.34120.02-27.65-47.4178.53-49.04-4.82-44.1425.76-54.34120.025.89
    Max Neg Return (%)56.50-12.0329.32-54.34120.02-27.65-47.4178.53-49.04-4.82-44.1425.76-54.34120.025.89
    Pos Occurences (%)1000100010000100000100010042
    Neg Occurences (%)01000100010010001001001000010058