Volatility Analysis

-
Volatility: 
Days Factor: 
53.65 0.07(0.13%)05/17/2024
Methanex Corp. (MEOH)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, MEOH current volatility is at 33.34%.
  • The 1-Month historical standard deviation is at 1.10.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.76
    20 Days0.93
    1 Month1.10
    3 Months 2.52
    100 Days 2.41
    6 Months 2.36
    9 Months 2.51
    Year-to-date2.21
    1 Year2.44
    3 Years5.70
    5 Years9.36
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-6.61193.94-76.25131.86-6.59       -76.25193.9447.27
    2023      15.03-48.5582.03-18.98-23.06-10.24-48.5582.03-0.63
    Summary
    Avg Returns (%)-6.61193.94-76.25131.86-6.59nan15.03-48.5582.03-18.98-23.06-10.24-48.55193.94nan
    Max Pos Return (%)-6.61193.94-76.25131.86-6.590.0015.03-48.5582.03-18.98-23.06-10.240.00193.9419.38
    Max Neg Return (%)-6.61193.94-76.25131.86-6.590.0015.03-48.5582.03-18.98-23.06-10.240.00193.9419.38
    Pos Occurences (%)010001000nan10001000000100nan
    Neg Occurences (%)10001000100nan010001001001000100nan