Volatility | KlickAnalytics

Volatility Analysis

58.41 0.54(0.93%)09/13/2024
Mercury General Corp. (MCY)

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For the given dates, MCY current volatility is at 22.99%.

The 1-Month historical standard deviation is at 2.36.

Historical Standard Deviation

Period	Value
1 Week	1.65
20 Days	2.88
1 Month	2.36
3 Months	4.24
100 Days	4.20
6 Months	4.29
9 Months	7.78
Year-to-date	7.18
1 Year	10.68
3 Years	10.22
5 Years	9.62

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	36.46	146.10	-48.94	37.60	-41.33	-27.31	48.06	-39.48	39.07				-48.94	146.10	16.69
2023										17.19	-42.27	24.00	-42.27	24.00	-0.36
Summary
Avg Returns (%)	36.46	146.10	-48.94	37.60	-41.33	-27.31	48.06	-39.48	39.07	17.19	-42.27	24.00	-48.94	146.10	12.43
Max Pos Return (%)	36.46	146.10	-48.94	37.60	-41.33	-27.31	48.06	-39.48	39.07	17.19	-42.27	24.00	-48.94	146.10	12.43
Max Neg Return (%)	36.46	146.10	-48.94	37.60	-41.33	-27.31	48.06	-39.48	39.07	17.19	-42.27	24.00	-48.94	146.10	12.43
Pos Occurences (%)	100	100	0	100	0	0	100	0	100	100	0	100	0	100	58
Neg Occurences (%)	0	0	100	0	100	100	0	100	0	0	100	0	0	100	42