Volatility Analysis

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Volatility: 
Days Factor: 
5.51 -0.09(-1.52%)02/12/2026
San Juan Basin Royalty Trust (SJT)
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  • For the given dates, SJT current volatility is at 21.00%.
  • The 1-Month historical standard deviation is at 0.32.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.16
    20 Days0.29
    1 Month0.32
    3 Months 0.27
    100 Days 0.24
    6 Months 0.32
    Year-to-date0.70
    1 Year0.81
    3 Years1.84
    5 Years2.27
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2026-24.94-14.89          -24.94-14.89-19.92
    2025  -60.1442.68-9.7815.87-51.43-25.0021.47113.54-15.37-32.09-60.14113.54-0.03
    Summary
    Avg Returns (%)-24.94-14.89-60.1442.68-9.7815.87-51.43-25.0021.47113.54-15.37-32.09-60.14113.54-3.34
    Max Pos Return (%)-24.94-14.89-60.1442.68-9.7815.87-51.43-25.0021.47113.54-15.37-32.09-60.14113.54-3.34
    Max Neg Return (%)-24.94-14.89-60.1442.68-9.7815.87-51.43-25.0021.47113.54-15.37-32.09-60.14113.54-3.34
    Pos Occurences (%)00010001000010010000010033
    Neg Occurences (%)1001001000100010010000100100010067

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