Volatility Analysis

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Volatility: 
Days Factor: 
56.28 0.07(0.12%)05/17/2024
Northrim Bancorp, Inc. (NRIM)
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  • For the given dates, NRIM current volatility is at 29.38%.
  • The 1-Month historical standard deviation is at 2.00.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.22
    20 Days2.07
    1 Month2.00
    3 Months 1.76
    100 Days 2.01
    6 Months 3.67
    9 Months 5.33
    Year-to-date2.71
    1 Year5.76
    3 Years5.35
    5 Years8.98
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202429.98-20.0713.80-21.19-7.03       -21.1929.98-0.90
    2023      -36.45-19.63-13.5146.6015.863.48-36.4546.60-0.61
    Summary
    Avg Returns (%)29.98-20.0713.80-21.19-7.03nan-36.45-19.63-13.5146.6015.863.48-36.4546.60nan
    Max Pos Return (%)29.98-20.0713.80-21.19-7.030.00-36.45-19.63-13.5146.6015.863.480.0046.60-0.68
    Max Neg Return (%)29.98-20.0713.80-21.19-7.030.00-36.45-19.63-13.5146.6015.863.480.0046.60-0.68
    Pos Occurences (%)100010000nan0001001001000100nan
    Neg Occurences (%)01000100100nan1001001000000100nan