Volatility Analysis

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Volatility: 
Days Factor: 
24.54 0.09(0.37%)05/20/2024
Wintrust Financial Corp. (WTFCM)
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  • For the given dates, WTFCM current volatility is at 7.98%.
  • The 1-Month historical standard deviation is at 0.39.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.18
    20 Days0.30
    1 Month0.39
    3 Months 0.35
    100 Days 0.41
    6 Months 0.82
    9 Months 0.99
    Year-to-date0.42
    1 Year1.07
    3 Years1.56
    5 Years1.63
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202414.69-6.41-29.86-17.54-0.08       -29.8614.69-7.84
    2023      -9.7961.95-42.8026.79-19.71-15.22-42.8061.950.20
    Summary
    Avg Returns (%)14.69-6.41-29.86-17.54-0.08nan-9.7961.95-42.8026.79-19.71-15.22-42.8061.95nan
    Max Pos Return (%)14.69-6.41-29.86-17.54-0.080.00-9.7961.95-42.8026.79-19.71-15.220.0061.95-3.17
    Max Neg Return (%)14.69-6.41-29.86-17.54-0.080.00-9.7961.95-42.8026.79-19.71-15.220.0061.95-3.17
    Pos Occurences (%)1000000nan01000100000100nan
    Neg Occurences (%)0100100100100nan100010001001000100nan