Volatility Analysis
47.23 0.00(0.00%)09/05/2024
McRae Industries, Inc. (MCRAA)
For the given dates, MCRAA current volatility is at 2.47%.
The 1-Month historical standard deviation is at 0.17.
McRae Industries, Inc. (MCRAA)
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Historical Standard Deviation
Period | Value |
1 Week | 0.10 |
20 Days | 0.09 |
1 Month | 0.17 |
3 Months | 0.73 |
100 Days | 0.72 |
6 Months | 0.93 |
9 Months | 1.96 |
Year-to-date | 1.70 |
1 Year | 2.41 |
3 Years | 4.26 |
5 Years | 9.65 |
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 | -100.00 | inf | -4.63 | 98.03 | 9.43 | 34.19 | -69.64 | -69.36 | 60.77 | -100.00 | -4.58 | ||||
2023 | -22.55 | 83.88 | 168.68 | -22.55 | 168.68 | 76.67 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -100.00 | 0.00 | -4.63 | 98.03 | 9.43 | 34.19 | -69.64 | -69.36 | 60.77 | -22.55 | 83.88 | 168.68 | -100.00 | 168.68 | 15.73 |
Max Pos Return (%) | -100.00 | -4.63 | 98.03 | 9.43 | 34.19 | -69.64 | -69.36 | 60.77 | -22.55 | 83.88 | 168.68 | -100.00 | 15.73 | ||
Max Neg Return (%) | -100.00 | -4.63 | 98.03 | 9.43 | 34.19 | -69.64 | -69.36 | 60.77 | -22.55 | 83.88 | 168.68 | -100.00 | 15.73 | ||
Pos Occurences (%) | 0 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | 50 |