Volatility Analysis
59.19 0.85(1.46%)09/16/2024
W.R. Berkley Corp. (WRB)
For the given dates, WRB current volatility is at 24.60%.
The 1-Month historical standard deviation is at 1.06.
W.R. Berkley Corp. (WRB)
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Historical Standard Deviation
Period | Value |
1 Week | 0.78 |
20 Days | 0.96 |
1 Month | 1.06 |
3 Months | 10.68 |
100 Days | 11.21 |
6 Months | 12.27 |
9 Months | 10.90 |
Year-to-date | 11.23 |
1 Year | 10.02 |
3 Years | 9.42 |
5 Years | 13.69 |
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 | 185.30 | -50.10 | -34.10 | 167.83 | -40.37 | -11.30 | 194.06 | -88.58 | 334.97 | -88.58 | 334.97 | 73.08 | |||
2023 | -46.48 | -36.98 | -46.48 | -36.98 | -41.73 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 185.30 | -50.10 | -34.10 | 167.83 | -40.37 | -11.30 | 194.06 | -88.58 | 334.97 | nan | -46.48 | -36.98 | -46.48 | 334.97 | nan |
Max Pos Return (%) | 185.30 | -50.10 | -34.10 | 167.83 | -40.37 | -11.30 | 194.06 | -88.58 | 334.97 | 0.00 | -46.48 | -36.98 | 0.00 | 334.97 | 47.85 |
Max Neg Return (%) | 185.30 | -50.10 | -34.10 | 167.83 | -40.37 | -11.30 | 194.06 | -88.58 | 334.97 | 0.00 | -46.48 | -36.98 | 0.00 | 334.97 | 47.85 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | nan | 100 | 100 | 100 | 100 | nan |