Volatility Analysis

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Volatility: 
Days Factor: 
8.05 0.00(0.00%)09/05/2024
Martinrea International, Inc. (MRETF)
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  • For the given dates, MRETF current volatility is at 6.46%.
  • The 1-Month historical standard deviation is at 0.33.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.21
    20 Days0.22
    1 Month0.33
    3 Months 0.46
    100 Days 0.47
    6 Months 0.59
    9 Months 0.95
    Year-to-date0.97
    1 Year0.83
    3 Years1.31
    5 Years1.58
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-47.7119.07164.45-4.257.54-10.71-11.64-35.01-71.24   -71.24164.451.17
    2023         -55.4643.37-21.43-55.4643.37-11.17
    Summary
    Avg Returns (%)-47.7119.07164.45-4.257.54-10.71-11.64-35.01-71.24-55.4643.37-21.43-71.24164.45-1.92
    Max Pos Return (%)-47.7119.07164.45-4.257.54-10.71-11.64-35.01-71.24-55.4643.37-21.43-71.24164.45-1.92
    Max Neg Return (%)-47.7119.07164.45-4.257.54-10.71-11.64-35.01-71.24-55.4643.37-21.43-71.24164.45-1.92
    Pos Occurences (%)01001000100000001000010033
    Neg Occurences (%)1000010001001001001001000100010067