Volatility Analysis
89.83 0.43(0.48%)05/17/2024
Brown & Brown, Inc. (BRO)
For the given dates, BRO current volatility is at 9.46%.
The 1-Month historical standard deviation is at 1.37.
Brown & Brown, Inc. (BRO)
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Historical Standard Deviation
Period | Value |
1 Week | 1.30 |
20 Days | 1.21 |
1 Month | 1.37 |
3 Months | 1.95 |
100 Days | 2.58 |
6 Months | 5.53 |
9 Months | 5.86 |
Year-to-date | 4.59 |
1 Year | 6.66 |
3 Years | 8.77 |
5 Years | 14.09 |
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 | 14.18 | -66.50 | -0.83 | 17.31 | -11.43 | -66.50 | 17.31 | -9.45 | |||||||
2023 | 83.25 | -48.26 | 42.65 | 89.77 | -34.09 | 31.50 | -48.26 | 89.77 | 27.47 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | 14.18 | -66.50 | -0.83 | 17.31 | -11.43 | nan | 83.25 | -48.26 | 42.65 | 89.77 | -34.09 | 31.50 | -48.26 | 89.77 | nan |
Max Pos Return (%) | 14.18 | -66.50 | -0.83 | 17.31 | -11.43 | 0.00 | 83.25 | -48.26 | 42.65 | 89.77 | -34.09 | 31.50 | 0.00 | 89.77 | 9.80 |
Max Neg Return (%) | 14.18 | -66.50 | -0.83 | 17.31 | -11.43 | 0.00 | 83.25 | -48.26 | 42.65 | 89.77 | -34.09 | 31.50 | 0.00 | 89.77 | 9.80 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |