Volatility Analysis

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Volatility: 
Days Factor: 
89.83 0.43(0.48%)05/17/2024
Brown & Brown, Inc. (BRO)
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  • For the given dates, BRO current volatility is at 9.46%.
  • The 1-Month historical standard deviation is at 1.37.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.30
    20 Days1.21
    1 Month1.37
    3 Months 1.95
    100 Days 2.58
    6 Months 5.53
    9 Months 5.86
    Year-to-date4.59
    1 Year6.66
    3 Years8.77
    5 Years14.09
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202414.18-66.50-0.8317.31-11.43       -66.5017.31-9.45
    2023      83.25-48.2642.6589.77-34.0931.50-48.2689.7727.47
    Summary
    Avg Returns (%)14.18-66.50-0.8317.31-11.43nan83.25-48.2642.6589.77-34.0931.50-48.2689.77nan
    Max Pos Return (%)14.18-66.50-0.8317.31-11.430.0083.25-48.2642.6589.77-34.0931.500.0089.779.80
    Max Neg Return (%)14.18-66.50-0.8317.31-11.430.0083.25-48.2642.6589.77-34.0931.500.0089.779.80
    Pos Occurences (%)100001000nan100010010001000100nan
    Neg Occurences (%)01001000100nan01000010000100nan