Volatility Analysis
4.96 0.20(4.20%)07/17/2025
North European Oil Royalty Trust (NRT)
For the given dates, NRT current volatility is at 26.26%.
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!
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.07 |
| 20 Days | 0.13 |
| 1 Month | 0.14 |
| 3 Months | 0.36 |
| 100 Days | 0.42 |
| 6 Months | 0.38 |
| Year-to-date | 0.37 |
| 1 Year | 0.55 |
| 3 Years | 3.09 |
| 5 Years | 3.44 |
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 | 187.54 | -82.63 | 187.54 | 47.37 | |||||
| 2024 | -29.34 | -25.28 | 58.65 | -67.32 | -67.32 | 58.65 | -15.82 | ||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 165.86 | -14.69 | 59.34 | -32.83 | 49.02 | -82.63 | 187.54 | nan | -29.34 | -25.28 | 58.65 | -67.32 | -67.32 | 187.54 | nan |
| Max Pos Return (%) | 165.86 | -14.69 | 59.34 | -32.83 | 49.02 | -82.63 | 187.54 | 0.00 | -29.34 | -25.28 | 58.65 | -67.32 | 0.00 | 187.54 | 22.36 |
| Max Neg Return (%) | 165.86 | -14.69 | 59.34 | -32.83 | 49.02 | -82.63 | 187.54 | 0.00 | -29.34 | -25.28 | 58.65 | -67.32 | 0.00 | 187.54 | 22.36 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 100 | nan | 0 | 0 | 100 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 0 | nan | 100 | 100 | 0 | 100 | 0 | 100 | nan |