Volatility Analysis
12.91 -0.99(-7.12%)09/13/2024
Bank of Montreal (GDXD)
For the given dates, GDXD current volatility is at 121.43%.
The 1-Month historical standard deviation is at 1.40.
Bank of Montreal (GDXD)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 1.48 |
20 Days | 1.43 |
1 Month | 1.40 |
3 Months | 3.22 |
100 Days | 3.35 |
6 Months | 7.98 |
9 Months | 8.18 |
Year-to-date | 8.18 |
1 Year | 7.57 |
3 Years | 7.19 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | -30.14 | 26.40 | 29.11 | 997.33 | -91.54 | -27.26 | -7.02 | 15.48 | 65.88 | -91.54 | 997.33 | 108.69 | |||
2023 | 26.27 | 13.60 | 13.60 | 26.27 | 19.94 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -30.14 | 26.40 | 29.11 | 997.33 | -91.54 | -27.26 | -7.02 | 15.48 | 65.88 | nan | 26.27 | 13.60 | 13.60 | 997.33 | nan |
Max Pos Return (%) | -30.14 | 26.40 | 29.11 | 997.33 | -91.54 | -27.26 | -7.02 | 15.48 | 65.88 | 0.00 | 26.27 | 13.60 | 0.00 | 997.33 | 84.84 |
Max Neg Return (%) | -30.14 | 26.40 | 29.11 | 997.33 | -91.54 | -27.26 | -7.02 | 15.48 | 65.88 | 0.00 | 26.27 | 13.60 | 0.00 | 997.33 | 84.84 |
Pos Occurences (%) | 0 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | nan | 100 | 100 | 100 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | nan | 0 | 0 | 0 | 100 | nan |