Volatility Analysis

-
Volatility: 
Days Factor: 
19.33 0.54(2.87%)09/13/2024
Wabash National Corp. (WNC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, WNC current volatility is at 21.42%.
  • The 1-Month historical standard deviation is at 0.38.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.29
    20 Days0.34
    1 Month0.38
    3 Months 1.35
    100 Days 1.29
    6 Months 3.13
    9 Months 3.07
    Year-to-date3.11
    1 Year2.83
    3 Years4.34
    5 Years5.35
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-36.8996.847.135.53-36.259.56109.17-32.55-46.55   -46.55109.178.44
    2023          -23.3023.65-23.3023.650.17
    Summary
    Avg Returns (%)-36.8996.847.135.53-36.259.56109.17-32.55-46.55nan-23.3023.65-23.30109.17nan
    Max Pos Return (%)-36.8996.847.135.53-36.259.56109.17-32.55-46.550.00-23.3023.650.00109.176.36
    Max Neg Return (%)-36.8996.847.135.53-36.259.56109.17-32.55-46.550.00-23.3023.650.00109.176.36
    Pos Occurences (%)0100100100010010000nan01000100nan
    Neg Occurences (%)10000010000100100nan10000100nan