Volatility Analysis
21.05 -0.05(-0.24%)09/06/2024
Western Alliance Bancorporation (WAL-PA)
For the given dates, WAL-PA current volatility is at 11.80%.
The 1-Month historical standard deviation is at 0.26.
Western Alliance Bancorporation (WAL-PA)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.08 |
| 20 Days | 0.12 |
| 1 Month | 0.26 |
| 3 Months | 0.40 |
| 100 Days | 0.46 |
| 6 Months | 0.83 |
| 9 Months | 1.92 |
| Year-to-date | 2.59 |
| 1 Year | 2.95 |
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 | 58.99 | -59.78 | -21.76 | 84.02 | -68.20 | 3.57 | 32.55 | -41.34 | 69.02 | -68.20 | 84.02 | 6.34 | |||
| 2023 | 100.79 | -26.33 | 53.80 | -26.33 | 100.79 | 42.75 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 58.99 | -59.78 | -21.76 | 84.02 | -68.20 | 3.57 | 32.55 | -41.34 | 69.02 | 100.79 | -26.33 | 53.80 | -68.20 | 100.79 | 15.44 |
| Max Pos Return (%) | 58.99 | -59.78 | -21.76 | 84.02 | -68.20 | 3.57 | 32.55 | -41.34 | 69.02 | 100.79 | -26.33 | 53.80 | -68.20 | 100.79 | 15.44 |
| Max Neg Return (%) | 58.99 | -59.78 | -21.76 | 84.02 | -68.20 | 3.57 | 32.55 | -41.34 | 69.02 | 100.79 | -26.33 | 53.80 | -68.20 | 100.79 | 15.44 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |