Volatility Analysis
5.10 0.02(0.39%)07/03/2025
North European Oil Royalty Trust (NRT)
For the given dates, NRT current volatility is at 17.45%.
The 1-Month historical standard deviation is at 0.13.
North European Oil Royalty Trust (NRT)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan!
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.06 |
| 20 Days | 0.13 |
| 1 Month | 0.13 |
| 3 Months | 0.46 |
| 100 Days | 0.41 |
| 6 Months | 0.37 |
| Year-to-date | 0.37 |
| 1 Year | 0.60 |
| 3 Years | 3.08 |
| 5 Years | 3.46 |
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 | 165.86 | -14.69 | 59.34 | -32.83 | 49.02 | -82.63 | 91.11 | -82.63 | 165.86 | 33.60 | |||||
| 2024 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | -67.32 | 94.05 | 6.15 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 165.86 | -14.69 | 59.34 | -32.83 | 49.02 | -82.63 | 91.11 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | -82.63 | 165.86 | 22.16 |
| Max Pos Return (%) | 165.86 | -14.69 | 59.34 | -32.83 | 49.02 | -82.63 | 91.11 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | -82.63 | 165.86 | 22.16 |
| Max Neg Return (%) | 165.86 | -14.69 | 59.34 | -32.83 | 49.02 | -82.63 | 91.11 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | -82.63 | 165.86 | 22.16 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |