Volatility | KlickAnalytics

Volatility Analysis

8.77 0.12(1.39%)09/13/2024
Western New England Bancorp Inc (WNEB)

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For the given dates, WNEB current volatility is at 11.42%.

The 1-Month historical standard deviation is at 0.41.

Historical Standard Deviation

Period	Value
1 Week	0.06
20 Days	0.10
1 Month	0.41
3 Months	0.91
100 Days	0.94
6 Months	0.86
9 Months	0.92
Year-to-date	0.92
1 Year	0.87
3 Years	1.13
5 Years	1.36

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	95.37	47.83	13.01	37.27	-35.02	21.66	-62.91	79.69	-49.31				-62.91	95.37	16.40
2023										27.82	-48.40	-7.65	-48.40	27.82	-9.41
Summary
Avg Returns (%)	95.37	47.83	13.01	37.27	-35.02	21.66	-62.91	79.69	-49.31	27.82	-48.40	-7.65	-62.91	95.37	9.95
Max Pos Return (%)	95.37	47.83	13.01	37.27	-35.02	21.66	-62.91	79.69	-49.31	27.82	-48.40	-7.65	-62.91	95.37	9.95
Max Neg Return (%)	95.37	47.83	13.01	37.27	-35.02	21.66	-62.91	79.69	-49.31	27.82	-48.40	-7.65	-62.91	95.37	9.95
Pos Occurences (%)	100	100	100	100	0	100	0	100	0	100	0	0	0	100	58
Neg Occurences (%)	0	0	0	0	100	0	100	0	100	0	100	100	0	100	42