Volatility Analysis
8.13 -0.17(-2.05%)07/05/2024
Mercer International Inc. (MERC)
For the given dates, MERC current volatility is at 44.66%.
The 1-Month historical standard deviation is at 0.31.
Mercer International Inc. (MERC)
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Historical Standard Deviation
Period | Value |
1 Week | 0.19 |
20 Days | 0.22 |
1 Month | 0.31 |
3 Months | 0.78 |
100 Days | 0.76 |
6 Months | 0.82 |
9 Months | 0.75 |
Year-to-date | 0.81 |
1 Year | 0.72 |
3 Years | 2.29 |
5 Years | 2.51 |
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 | -5.33 | 103.59 | -22.84 | -19.83 | 83.15 | -27.07 | 34.36 | -27.07 | 103.59 | 20.86 | |||||
2023 | -19.49 | -7.49 | 53.54 | -19.31 | -47.83 | -47.83 | 53.54 | -8.12 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | -5.33 | 103.59 | -22.84 | -19.83 | 83.15 | -27.07 | 34.36 | -19.49 | -7.49 | 53.54 | -19.31 | -47.83 | -47.83 | 103.59 | 8.79 |
Max Pos Return (%) | -5.33 | 103.59 | -22.84 | -19.83 | 83.15 | -27.07 | 34.36 | -19.49 | -7.49 | 53.54 | -19.31 | -47.83 | -47.83 | 103.59 | 8.79 |
Max Neg Return (%) | -5.33 | 103.59 | -22.84 | -19.83 | 83.15 | -27.07 | 34.36 | -19.49 | -7.49 | 53.54 | -19.31 | -47.83 | -47.83 | 103.59 | 8.79 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 33 |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 67 |