Volatility Analysis
12.53 -0.27(-2.11%)09/06/2024
VersaBank. (VBNK)
For the given dates, VBNK current volatility is at 48.30%.
The 1-Month historical standard deviation is at 0.14.
VersaBank. (VBNK)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.06 |
| 20 Days | 0.13 |
| 1 Month | 0.14 |
| 3 Months | 0.27 |
| 100 Days | 0.28 |
| 6 Months | 0.39 |
| 9 Months | 0.49 |
| Year-to-date | 0.45 |
| 1 Year | 0.46 |
| 3 Years | 1.33 |
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 | -47.22 | 53.43 | 99.40 | -25.53 | -32.95 | 36.60 | 45.13 | 7.63 | 21.77 | -47.22 | 99.40 | 17.58 | |||
| 2023 | 49.36 | -29.87 | 31.10 | -29.87 | 49.36 | 16.86 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -47.22 | 53.43 | 99.40 | -25.53 | -32.95 | 36.60 | 45.13 | 7.63 | 21.77 | 49.36 | -29.87 | 31.10 | -47.22 | 99.40 | 17.40 |
| Max Pos Return (%) | -47.22 | 53.43 | 99.40 | -25.53 | -32.95 | 36.60 | 45.13 | 7.63 | 21.77 | 49.36 | -29.87 | 31.10 | -47.22 | 99.40 | 17.40 |
| Max Neg Return (%) | -47.22 | 53.43 | 99.40 | -25.53 | -32.95 | 36.60 | 45.13 | 7.63 | 21.77 | 49.36 | -29.87 | 31.10 | -47.22 | 99.40 | 17.40 |
| Pos Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 67 |
| Neg Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 33 |