Volatility Analysis
16.15 -0.01(-0.06%)05/17/2024
Investar Holding Corp (ISTR)
For the given dates, ISTR current volatility is at 9.59%.
The 1-Month historical standard deviation is at 0.37.
Investar Holding Corp (ISTR)
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Historical Standard Deviation
Period | Value |
1 Week | 0.16 |
20 Days | 0.34 |
1 Month | 0.37 |
3 Months | 0.45 |
100 Days | 0.59 |
6 Months | 2.36 |
9 Months | 2.56 |
Year-to-date | 0.61 |
1 Year | 2.38 |
3 Years | 4.53 |
5 Years | 4.42 |
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 | 37.13 | -29.34 | 45.35 | -22.99 | -34.61 | -34.61 | 45.35 | -0.89 | |||||||
2023 | 157.23 | -55.92 | 9.32 | 127.80 | -61.09 | -39.81 | -61.09 | 157.23 | 22.92 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | 37.13 | -29.34 | 45.35 | -22.99 | -34.61 | nan | 157.23 | -55.92 | 9.32 | 127.80 | -61.09 | -39.81 | -61.09 | 157.23 | nan |
Max Pos Return (%) | 37.13 | -29.34 | 45.35 | -22.99 | -34.61 | 0.00 | 157.23 | -55.92 | 9.32 | 127.80 | -61.09 | -39.81 | 0.00 | 157.23 | 11.09 |
Max Neg Return (%) | 37.13 | -29.34 | 45.35 | -22.99 | -34.61 | 0.00 | 157.23 | -55.92 | 9.32 | 127.80 | -61.09 | -39.81 | 0.00 | 157.23 | 11.09 |
Pos Occurences (%) | 100 | 0 | 100 | 0 | 0 | nan | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 100 | 100 | nan | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | nan |