Volatility Analysis

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Volatility: 
Days Factor: 
59.29 -1.65(-2.71%)10/31/2024
1st Source Corp. (SRCE)
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  • For the given dates, SRCE current volatility is at 36.88%.
  • The 1-Month historical standard deviation is at 1.34.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.22
    20 Days1.18
    1 Month1.34
    3 Months 1.57
    100 Days 1.90
    6 Months 4.33
    9 Months 4.67
    Year-to-date4.49
    1 Year4.54
    3 Years5.20
    5 Years7.61
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024113.53-39.1121.424.53-22.800.3578.72-38.04-21.0083.25  -39.11113.5318.09
    2023           20.5720.5720.5720.57
    Summary
    Avg Returns (%)113.53-39.1121.424.53-22.800.3578.72-38.04-21.0083.25nan20.5720.57113.53nan
    Max Pos Return (%)113.53-39.1121.424.53-22.800.3578.72-38.04-21.0083.250.0020.570.00113.5316.79
    Max Neg Return (%)113.53-39.1121.424.53-22.800.3578.72-38.04-21.0083.250.0020.570.00113.5316.79
    Pos Occurences (%)1000100100010010000100nan100100100nan
    Neg Occurences (%)010000100001001000nan00100nan