Volatility Analysis
4.30 0.02(0.47%)03/14/2025
North European Oil Royalty Trust (NRT)
For the given dates, NRT current volatility is at 39.49%.
The 1-Month historical standard deviation is at 0.00.
North European Oil Royalty Trust (NRT)
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Historical Standard Deviation
Period | Value |
1 Week | 0.05 |
20 Days | 0.20 |
3 Months | 0.36 |
100 Days | 0.41 |
6 Months | 0.46 |
Year-to-date | 0.24 |
1 Year | 0.94 |
3 Years | 3.28 |
5 Years | 3.76 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2025 | 154.97 | -16.75 | 19.69 | -16.75 | 154.97 | 52.64 | |||||||||
2024 | 42.31 | -36.60 | -41.79 | 95.68 | -30.54 | -24.85 | 57.04 | -64.17 | -64.17 | 95.68 | -0.36 | ||||
Summary | |||||||||||||||
Avg Returns (%) | 154.97 | -16.75 | 19.69 | nan | 42.31 | -36.60 | -41.79 | 95.68 | -30.54 | -24.85 | 57.04 | -64.17 | -64.17 | 154.97 | nan |
Max Pos Return (%) | 154.97 | -16.75 | 19.69 | 0.00 | 42.31 | -36.60 | -41.79 | 95.68 | -30.54 | -24.85 | 57.04 | -64.17 | 0.00 | 154.97 | 12.92 |
Max Neg Return (%) | 154.97 | -16.75 | 19.69 | 0.00 | 42.31 | -36.60 | -41.79 | 95.68 | -30.54 | -24.85 | 57.04 | -64.17 | 0.00 | 154.97 | 12.92 |
Pos Occurences (%) | 100 | 0 | 100 | nan | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | nan | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |