Volatility Analysis

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Volatility: 
Days Factor: 
4.96 0.20(4.20%)07/17/2025
North European Oil Royalty Trust (NRT)
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  • For the given dates, NRT current volatility is at 26.26%.
  • The 1-Month historical standard deviation is at 0.14.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.07
    20 Days0.13
    1 Month0.14
    3 Months 0.36
    100 Days 0.42
    6 Months 0.38
    Year-to-date0.37
    1 Year0.55
    3 Years3.09
    5 Years3.44
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2025165.86-14.6959.34-32.8349.02-82.63187.54     -82.63187.5447.37
    2024        -29.34-25.2858.65-67.32-67.3258.65-15.82
    Summary
    Avg Returns (%)165.86-14.6959.34-32.8349.02-82.63187.54nan-29.34-25.2858.65-67.32-67.32187.54nan
    Max Pos Return (%)165.86-14.6959.34-32.8349.02-82.63187.540.00-29.34-25.2858.65-67.320.00187.5422.36
    Max Neg Return (%)165.86-14.6959.34-32.8349.02-82.63187.540.00-29.34-25.2858.65-67.320.00187.5422.36
    Pos Occurences (%)100010001000100nan0010000100nan
    Neg Occurences (%)0100010001000nan10010001000100nan