Volatility Analysis
53.65 0.07(0.13%)05/17/2024
Methanex Corp. (MEOH)
For the given dates, MEOH current volatility is at 33.34%.
The 1-Month historical standard deviation is at 1.10.
Methanex Corp. (MEOH)
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Historical Standard Deviation
Period | Value |
1 Week | 0.76 |
20 Days | 0.93 |
1 Month | 1.10 |
3 Months | 2.52 |
100 Days | 2.41 |
6 Months | 2.36 |
9 Months | 2.51 |
Year-to-date | 2.21 |
1 Year | 2.44 |
3 Years | 5.70 |
5 Years | 9.36 |
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 | -6.61 | 193.94 | -76.25 | 131.86 | -6.59 | -76.25 | 193.94 | 47.27 | |||||||
2023 | 15.03 | -48.55 | 82.03 | -18.98 | -23.06 | -10.24 | -48.55 | 82.03 | -0.63 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | -6.61 | 193.94 | -76.25 | 131.86 | -6.59 | nan | 15.03 | -48.55 | 82.03 | -18.98 | -23.06 | -10.24 | -48.55 | 193.94 | nan |
Max Pos Return (%) | -6.61 | 193.94 | -76.25 | 131.86 | -6.59 | 0.00 | 15.03 | -48.55 | 82.03 | -18.98 | -23.06 | -10.24 | 0.00 | 193.94 | 19.38 |
Max Neg Return (%) | -6.61 | 193.94 | -76.25 | 131.86 | -6.59 | 0.00 | 15.03 | -48.55 | 82.03 | -18.98 | -23.06 | -10.24 | 0.00 | 193.94 | 19.38 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | nan |