Volatility Analysis

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Volatility: 
Days Factor: 
41.51 0.08(0.19%)05/20/2024
U S Bancorp (USB)
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  • For the given dates, USB current volatility is at 12.32%.
  • The 1-Month historical standard deviation is at 1.03.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.44
    20 Days0.68
    1 Month1.03
    3 Months 1.30
    100 Days 1.30
    6 Months 2.44
    9 Months 4.04
    Year-to-date1.27
    1 Year4.52
    3 Years8.45
    5 Years8.30
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202428.58-41.0314.5519.73-55.06       -55.0628.58-6.65
    2023      83.83-55.936.81114.69-62.4262.92-62.42114.6924.98
    Summary
    Avg Returns (%)28.58-41.0314.5519.73-55.06nan83.83-55.936.81114.69-62.4262.92-62.42114.69nan
    Max Pos Return (%)28.58-41.0314.5519.73-55.060.0083.83-55.936.81114.69-62.4262.920.00114.699.72
    Max Neg Return (%)28.58-41.0314.5519.73-55.060.0083.83-55.936.81114.69-62.4262.920.00114.699.72
    Pos Occurences (%)10001001000nan100010010001000100nan
    Neg Occurences (%)010000100nan01000010000100nan