Volatility Analysis
59.29 -1.65(-2.71%)10/31/2024
1st Source Corp. (SRCE)
For the given dates, SRCE current volatility is at 36.88%.
The 1-Month historical standard deviation is at 1.34.
1st Source Corp. (SRCE)
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Historical Standard Deviation
Period | Value |
1 Week | 1.22 |
20 Days | 1.18 |
1 Month | 1.34 |
3 Months | 1.57 |
100 Days | 1.90 |
6 Months | 4.33 |
9 Months | 4.67 |
Year-to-date | 4.49 |
1 Year | 4.54 |
3 Years | 5.20 |
5 Years | 7.61 |
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 | 113.53 | -39.11 | 21.42 | 4.53 | -22.80 | 0.35 | 78.72 | -38.04 | -21.00 | 83.25 | -39.11 | 113.53 | 18.09 | ||
2023 | 20.57 | 20.57 | 20.57 | 20.57 | |||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 113.53 | -39.11 | 21.42 | 4.53 | -22.80 | 0.35 | 78.72 | -38.04 | -21.00 | 83.25 | nan | 20.57 | 20.57 | 113.53 | nan |
Max Pos Return (%) | 113.53 | -39.11 | 21.42 | 4.53 | -22.80 | 0.35 | 78.72 | -38.04 | -21.00 | 83.25 | 0.00 | 20.57 | 0.00 | 113.53 | 16.79 |
Max Neg Return (%) | 113.53 | -39.11 | 21.42 | 4.53 | -22.80 | 0.35 | 78.72 | -38.04 | -21.00 | 83.25 | 0.00 | 20.57 | 0.00 | 113.53 | 16.79 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | nan | 100 | 100 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | nan | 0 | 0 | 100 | nan |