Volatility Analysis

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Volatility: 
Days Factor: 
88.11 2.71(3.17%)09/13/2024
VSE Corp. (VSEC)
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  • For the given dates, VSEC current volatility is at 44.87%.
  • The 1-Month historical standard deviation is at 2.98.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.99
    20 Days3.42
    1 Month2.98
    3 Months 3.61
    100 Days 3.59
    6 Months 5.11
    9 Months 9.88
    Year-to-date9.48
    1 Year12.33
    3 Years14.88
    5 Years16.45
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024124.1712.37-25.31-26.443.21-28.59105.57-25.5361.41   -28.59124.1722.32
    2023         -78.98-2.2011.04-78.9811.04-23.38
    Summary
    Avg Returns (%)124.1712.37-25.31-26.443.21-28.59105.57-25.5361.41-78.98-2.2011.04-78.98124.1710.89
    Max Pos Return (%)124.1712.37-25.31-26.443.21-28.59105.57-25.5361.41-78.98-2.2011.04-78.98124.1710.89
    Max Neg Return (%)124.1712.37-25.31-26.443.21-28.59105.57-25.5361.41-78.98-2.2011.04-78.98124.1710.89
    Pos Occurences (%)100100001000100010000100010050
    Neg Occurences (%)001001000100010001001000010050