Volatility Analysis
34.90 -0.53(-1.50%)09/06/2024
Sapiens International Corp NV (SPNS)
For the given dates, SPNS current volatility is at 25.75%.
The 1-Month historical standard deviation is at 0.61.
Sapiens International Corp NV (SPNS)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.58 |
| 20 Days | 0.49 |
| 1 Month | 0.61 |
| 3 Months | 2.15 |
| 100 Days | 2.17 |
| 6 Months | 2.70 |
| 9 Months | 3.55 |
| Year-to-date | 3.41 |
| 1 Year | 3.86 |
| 3 Years | 5.29 |
| 5 Years | 5.01 |
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 | 53.79 | 17.10 | -15.68 | -29.65 | -41.09 | 125.36 | 24.21 | -35.64 | 37.08 | -41.09 | 125.36 | 15.05 | |||
| 2023 | -18.86 | -33.54 | 19.38 | -33.54 | 19.38 | -11.01 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 53.79 | 17.10 | -15.68 | -29.65 | -41.09 | 125.36 | 24.21 | -35.64 | 37.08 | -18.86 | -33.54 | 19.38 | -41.09 | 125.36 | 8.54 |
| Max Pos Return (%) | 53.79 | 17.10 | -15.68 | -29.65 | -41.09 | 125.36 | 24.21 | -35.64 | 37.08 | -18.86 | -33.54 | 19.38 | -41.09 | 125.36 | 8.54 |
| Max Neg Return (%) | 53.79 | 17.10 | -15.68 | -29.65 | -41.09 | 125.36 | 24.21 | -35.64 | 37.08 | -18.86 | -33.54 | 19.38 | -41.09 | 125.36 | 8.54 |
| Pos Occurences (%) | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 50 |