Volatility Analysis

-
Volatility: 
Days Factor: 
4.89 -0.01(-0.20%)07/10/2025
North European Oil Royalty Trust (NRT)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan!
  • For the given dates, NRT current volatility is at 19.15%.
  • The 1-Month historical standard deviation is at 0.15.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.09
    20 Days0.15
    1 Month0.15
    3 Months 0.42
    100 Days 0.41
    6 Months 0.38
    Year-to-date0.37
    1 Year0.58
    3 Years3.09
    5 Years3.45
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2025165.86-14.6959.34-32.8349.02-82.63109.71     -82.63165.8636.25
    2024       94.05-29.34-25.2858.65-67.32-67.3294.056.15
    Summary
    Avg Returns (%)165.86-14.6959.34-32.8349.02-82.63109.7194.05-29.34-25.2858.65-67.32-82.63165.8623.71
    Max Pos Return (%)165.86-14.6959.34-32.8349.02-82.63109.7194.05-29.34-25.2858.65-67.32-82.63165.8623.71
    Max Neg Return (%)165.86-14.6959.34-32.8349.02-82.63109.7194.05-29.34-25.2858.65-67.32-82.63165.8623.71
    Pos Occurences (%)100010001000100100001000010050
    Neg Occurences (%)010001000100001001000100010050