Volatility Analysis
41.51 0.08(0.19%)05/20/2024
U S Bancorp (USB)
For the given dates, USB current volatility is at 12.32%.
The 1-Month historical standard deviation is at 1.03.
U S Bancorp (USB)
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Historical Standard Deviation
Period | Value |
1 Week | 0.44 |
20 Days | 0.68 |
1 Month | 1.03 |
3 Months | 1.30 |
100 Days | 1.30 |
6 Months | 2.44 |
9 Months | 4.04 |
Year-to-date | 1.27 |
1 Year | 4.52 |
3 Years | 8.45 |
5 Years | 8.30 |
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 | 28.58 | -41.03 | 14.55 | 19.73 | -55.06 | -55.06 | 28.58 | -6.65 | |||||||
2023 | 83.83 | -55.93 | 6.81 | 114.69 | -62.42 | 62.92 | -62.42 | 114.69 | 24.98 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | 28.58 | -41.03 | 14.55 | 19.73 | -55.06 | nan | 83.83 | -55.93 | 6.81 | 114.69 | -62.42 | 62.92 | -62.42 | 114.69 | nan |
Max Pos Return (%) | 28.58 | -41.03 | 14.55 | 19.73 | -55.06 | 0.00 | 83.83 | -55.93 | 6.81 | 114.69 | -62.42 | 62.92 | 0.00 | 114.69 | 9.72 |
Max Neg Return (%) | 28.58 | -41.03 | 14.55 | 19.73 | -55.06 | 0.00 | 83.83 | -55.93 | 6.81 | 114.69 | -62.42 | 62.92 | 0.00 | 114.69 | 9.72 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | nan | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |