Volatility Analysis

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Volatility: 
Days Factor: 
4.30 0.02(0.47%)03/14/2025
North European Oil Royalty Trust (NRT)
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  • For the given dates, NRT current volatility is at 39.49%.
  • The 1-Month historical standard deviation is at 0.00.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.05
    20 Days0.20
    3 Months 0.36
    100 Days 0.41
    6 Months 0.46
    Year-to-date0.24
    1 Year0.94
    3 Years3.28
    5 Years3.76
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2025154.97-16.7519.69         -16.75154.9752.64
    2024    42.31-36.60-41.7995.68-30.54-24.8557.04-64.17-64.1795.68-0.36
    Summary
    Avg Returns (%)154.97-16.7519.69nan42.31-36.60-41.7995.68-30.54-24.8557.04-64.17-64.17154.97nan
    Max Pos Return (%)154.97-16.7519.690.0042.31-36.60-41.7995.68-30.54-24.8557.04-64.170.00154.9712.92
    Max Neg Return (%)154.97-16.7519.690.0042.31-36.60-41.7995.68-30.54-24.8557.04-64.170.00154.9712.92
    Pos Occurences (%)1000100nan100001000010000100nan
    Neg Occurences (%)01000nan0100100010010001000100nan