Volatility Analysis
4.49 0.09(2.05%)05/23/2025
North European Oil Royalty Trust (NRT)
For the given dates, NRT current volatility is at 28.81%.
The 1-Month historical standard deviation is at 0.14.
North European Oil Royalty Trust (NRT)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.05 |
20 Days | 0.12 |
1 Month | 0.14 |
3 Months | 0.24 |
100 Days | 0.25 |
6 Months | 0.34 |
Year-to-date | 0.24 |
1 Year | 0.69 |
3 Years | 3.14 |
5 Years | 3.51 |
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 | -18.37 | -32.83 | 165.86 | 31.86 | |||||||
2024 | -39.86 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | -67.32 | 94.05 | -1.52 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | 165.86 | -14.69 | 59.34 | -32.83 | -18.37 | nan | -39.86 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | -67.32 | 165.86 | nan |
Max Pos Return (%) | 165.86 | -14.69 | 59.34 | -32.83 | -18.37 | 0.00 | -39.86 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | 0.00 | 165.86 | 12.52 |
Max Neg Return (%) | 165.86 | -14.69 | 59.34 | -32.83 | -18.37 | 0.00 | -39.86 | 94.05 | -29.34 | -25.28 | 58.65 | -67.32 | 0.00 | 165.86 | 12.52 |
Pos Occurences (%) | 100 | 0 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 100 | 100 | nan | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |