Volatility Analysis
24.54 0.09(0.37%)05/20/2024
Wintrust Financial Corp. (WTFCM)
For the given dates, WTFCM current volatility is at 7.98%.
The 1-Month historical standard deviation is at 0.39.
Wintrust Financial Corp. (WTFCM)
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Historical Standard Deviation
Period | Value |
1 Week | 0.18 |
20 Days | 0.30 |
1 Month | 0.39 |
3 Months | 0.35 |
100 Days | 0.41 |
6 Months | 0.82 |
9 Months | 0.99 |
Year-to-date | 0.42 |
1 Year | 1.07 |
3 Years | 1.56 |
5 Years | 1.63 |
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 | 14.69 | -6.41 | -29.86 | -17.54 | -0.08 | -29.86 | 14.69 | -7.84 | |||||||
2023 | -9.79 | 61.95 | -42.80 | 26.79 | -19.71 | -15.22 | -42.80 | 61.95 | 0.20 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | 14.69 | -6.41 | -29.86 | -17.54 | -0.08 | nan | -9.79 | 61.95 | -42.80 | 26.79 | -19.71 | -15.22 | -42.80 | 61.95 | nan |
Max Pos Return (%) | 14.69 | -6.41 | -29.86 | -17.54 | -0.08 | 0.00 | -9.79 | 61.95 | -42.80 | 26.79 | -19.71 | -15.22 | 0.00 | 61.95 | -3.17 |
Max Neg Return (%) | 14.69 | -6.41 | -29.86 | -17.54 | -0.08 | 0.00 | -9.79 | 61.95 | -42.80 | 26.79 | -19.71 | -15.22 | 0.00 | 61.95 | -3.17 |
Pos Occurences (%) | 100 | 0 | 0 | 0 | 0 | nan | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 100 | 100 | nan | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | nan |