Volatility Analysis
19.33 0.54(2.87%)09/13/2024
Wabash National Corp. (WNC)
For the given dates, WNC current volatility is at 21.42%.
The 1-Month historical standard deviation is at 0.38.
Wabash National Corp. (WNC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.29 |
20 Days | 0.34 |
1 Month | 0.38 |
3 Months | 1.35 |
100 Days | 1.29 |
6 Months | 3.13 |
9 Months | 3.07 |
Year-to-date | 3.11 |
1 Year | 2.83 |
3 Years | 4.34 |
5 Years | 5.35 |
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 | -36.89 | 96.84 | 7.13 | 5.53 | -36.25 | 9.56 | 109.17 | -32.55 | -46.55 | -46.55 | 109.17 | 8.44 | |||
2023 | -23.30 | 23.65 | -23.30 | 23.65 | 0.17 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -36.89 | 96.84 | 7.13 | 5.53 | -36.25 | 9.56 | 109.17 | -32.55 | -46.55 | nan | -23.30 | 23.65 | -23.30 | 109.17 | nan |
Max Pos Return (%) | -36.89 | 96.84 | 7.13 | 5.53 | -36.25 | 9.56 | 109.17 | -32.55 | -46.55 | 0.00 | -23.30 | 23.65 | 0.00 | 109.17 | 6.36 |
Max Neg Return (%) | -36.89 | 96.84 | 7.13 | 5.53 | -36.25 | 9.56 | 109.17 | -32.55 | -46.55 | 0.00 | -23.30 | 23.65 | 0.00 | 109.17 | 6.36 |
Pos Occurences (%) | 0 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |