Volatility Analysis

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Volatility: 
Days Factor: 
8.13 -0.17(-2.05%)07/05/2024
Mercer International Inc. (MERC)
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  • For the given dates, MERC current volatility is at 44.66%.
  • The 1-Month historical standard deviation is at 0.31.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.19
    20 Days0.22
    1 Month0.31
    3 Months 0.78
    100 Days 0.76
    6 Months 0.82
    9 Months 0.75
    Year-to-date0.81
    1 Year0.72
    3 Years2.29
    5 Years2.51
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-5.33103.59-22.84-19.8383.15-27.0734.36     -27.07103.5920.86
    2023       -19.49-7.4953.54-19.31-47.83-47.8353.54-8.12
    Summary
    Avg Returns (%)-5.33103.59-22.84-19.8383.15-27.0734.36-19.49-7.4953.54-19.31-47.83-47.83103.598.79
    Max Pos Return (%)-5.33103.59-22.84-19.8383.15-27.0734.36-19.49-7.4953.54-19.31-47.83-47.83103.598.79
    Max Neg Return (%)-5.33103.59-22.84-19.8383.15-27.0734.36-19.49-7.4953.54-19.31-47.83-47.83103.598.79
    Pos Occurences (%)01000010001000010000010033
    Neg Occurences (%)1000100100010001001000100100010067