Volatility | KlickAnalytics

Volatility Analysis

92.00 0.71(0.77%)05/17/2024
Bancfirst Corp. (BANF)

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For the given dates, BANF current volatility is at 7.93%.

The 1-Month historical standard deviation is at 4.04.

Historical Standard Deviation

Period	Value
1 Week	1.06
20 Days	3.39
1 Month	4.04
3 Months	2.73
100 Days	2.80
6 Months	4.17
9 Months	4.80
Year-to-date	3.33
1 Year	5.76
3 Years	13.80
5 Years	20.39

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	55.39	-39.39	24.49	59.32	-82.60								-82.60	59.32	3.44
2023							47.28	-55.80	16.20	5.28	-18.16	46.52	-55.80	47.28	6.89
Summary
Avg Returns (%)	55.39	-39.39	24.49	59.32	-82.60	nan	47.28	-55.80	16.20	5.28	-18.16	46.52	-55.80	59.32	nan
Max Pos Return (%)	55.39	-39.39	24.49	59.32	-82.60	0.00	47.28	-55.80	16.20	5.28	-18.16	46.52	0.00	59.32	4.88
Max Neg Return (%)	55.39	-39.39	24.49	59.32	-82.60	0.00	47.28	-55.80	16.20	5.28	-18.16	46.52	0.00	59.32	4.88
Pos Occurences (%)	100	0	100	100	0	nan	100	0	100	100	0	100	0	100	nan
Neg Occurences (%)	0	100	0	0	100	nan	0	100	0	0	100	0	0	100	nan