Volatility Analysis

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Volatility: 
Days Factor: 
12.40 0.27(2.23%)10/04/2024
Medalist Diversified REIT Inc (MDRR)
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  • For the given dates, MDRR current volatility is at 30.88%.
  • The 1-Month historical standard deviation is at 0.26.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.18
    20 Days0.27
    1 Month0.26
    3 Months 0.37
    100 Days 1.56
    6 Months 3.26
    9 Months 3.18
    Year-to-date3.18
    1 Year2.97
    3 Years3.38
    5 Years2.78
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-39.86-27.49120.48-14.51-43.6411.19133.34-3.42-36.024.14  -43.64133.3410.42
    2023          62.1526.0926.0962.1544.12
    Summary
    Avg Returns (%)-39.86-27.49120.48-14.51-43.6411.19133.34-3.42-36.024.1462.1526.09-43.64133.3416.04
    Max Pos Return (%)-39.86-27.49120.48-14.51-43.6411.19133.34-3.42-36.024.1462.1526.09-43.64133.3416.04
    Max Neg Return (%)-39.86-27.49120.48-14.51-43.6411.19133.34-3.42-36.024.1462.1526.09-43.64133.3416.04
    Pos Occurences (%)001000010010000100100100010050
    Neg Occurences (%)100100010010000100100000010050