Volatility Analysis
12.40 0.27(2.23%)10/04/2024
Medalist Diversified REIT Inc (MDRR)
For the given dates, MDRR current volatility is at 30.88%.
The 1-Month historical standard deviation is at 0.26.
Medalist Diversified REIT Inc (MDRR)
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Historical Standard Deviation
Period | Value |
1 Week | 0.18 |
20 Days | 0.27 |
1 Month | 0.26 |
3 Months | 0.37 |
100 Days | 1.56 |
6 Months | 3.26 |
9 Months | 3.18 |
Year-to-date | 3.18 |
1 Year | 2.97 |
3 Years | 3.38 |
5 Years | 2.78 |
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 | -39.86 | -27.49 | 120.48 | -14.51 | -43.64 | 11.19 | 133.34 | -3.42 | -36.02 | 4.14 | -43.64 | 133.34 | 10.42 | ||
2023 | 62.15 | 26.09 | 26.09 | 62.15 | 44.12 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -39.86 | -27.49 | 120.48 | -14.51 | -43.64 | 11.19 | 133.34 | -3.42 | -36.02 | 4.14 | 62.15 | 26.09 | -43.64 | 133.34 | 16.04 |
Max Pos Return (%) | -39.86 | -27.49 | 120.48 | -14.51 | -43.64 | 11.19 | 133.34 | -3.42 | -36.02 | 4.14 | 62.15 | 26.09 | -43.64 | 133.34 | 16.04 |
Max Neg Return (%) | -39.86 | -27.49 | 120.48 | -14.51 | -43.64 | 11.19 | 133.34 | -3.42 | -36.02 | 4.14 | 62.15 | 26.09 | -43.64 | 133.34 | 16.04 |
Pos Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 0 | 100 | 50 |