Volatility Analysis

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Volatility: 
Days Factor: 
4.49 0.09(2.05%)05/23/2025
North European Oil Royalty Trust (NRT)
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  • For the given dates, NRT current volatility is at 28.81%.
  • The 1-Month historical standard deviation is at 0.14.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.05
    20 Days0.12
    1 Month0.14
    3 Months 0.24
    100 Days 0.25
    6 Months 0.34
    Year-to-date0.24
    1 Year0.69
    3 Years3.14
    5 Years3.51
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2025165.86-14.6959.34-32.83-18.37       -32.83165.8631.86
    2024      -39.8694.05-29.34-25.2858.65-67.32-67.3294.05-1.52
    Summary
    Avg Returns (%)165.86-14.6959.34-32.83-18.37nan-39.8694.05-29.34-25.2858.65-67.32-67.32165.86nan
    Max Pos Return (%)165.86-14.6959.34-32.83-18.370.00-39.8694.05-29.34-25.2858.65-67.320.00165.8612.52
    Max Neg Return (%)165.86-14.6959.34-32.83-18.370.00-39.8694.05-29.34-25.2858.65-67.320.00165.8612.52
    Pos Occurences (%)100010000nan01000010000100nan
    Neg Occurences (%)01000100100nan100010010001000100nan