Volatility Analysis

-
Volatility: 
Days Factor: 
47.23 0.00(0.00%)09/05/2024
McRae Industries, Inc. (MCRAA)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, MCRAA current volatility is at 2.47%.
  • The 1-Month historical standard deviation is at 0.17.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.10
    20 Days0.09
    1 Month0.17
    3 Months 0.73
    100 Days 0.72
    6 Months 0.93
    9 Months 1.96
    Year-to-date1.70
    1 Year2.41
    3 Years4.26
    5 Years9.65
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-100.00inf-4.6398.039.4334.19-69.64-69.3660.77   -100.00-4.58
    2023         -22.5583.88168.68-22.55168.6876.67
    Summary
    Avg Returns (%)-100.000.00-4.6398.039.4334.19-69.64-69.3660.77-22.5583.88168.68-100.00168.6815.73
    Max Pos Return (%)-100.00-4.6398.039.4334.19-69.64-69.3660.77-22.5583.88168.68-100.0015.73
    Max Neg Return (%)-100.00-4.6398.039.4334.19-69.64-69.3660.77-22.5583.88168.68-100.0015.73
    Pos Occurences (%)000100100100001000100100010050
    Neg Occurences (%)100100100000100100010000010050