Volatility Analysis
8.05 0.00(0.00%)09/05/2024
Martinrea International, Inc. (MRETF)
For the given dates, MRETF current volatility is at 6.46%.
The 1-Month historical standard deviation is at 0.33.
Martinrea International, Inc. (MRETF)
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Historical Standard Deviation
Period | Value |
1 Week | 0.21 |
20 Days | 0.22 |
1 Month | 0.33 |
3 Months | 0.46 |
100 Days | 0.47 |
6 Months | 0.59 |
9 Months | 0.95 |
Year-to-date | 0.97 |
1 Year | 0.83 |
3 Years | 1.31 |
5 Years | 1.58 |
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 | -47.71 | 19.07 | 164.45 | -4.25 | 7.54 | -10.71 | -11.64 | -35.01 | -71.24 | -71.24 | 164.45 | 1.17 | |||
2023 | -55.46 | 43.37 | -21.43 | -55.46 | 43.37 | -11.17 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -47.71 | 19.07 | 164.45 | -4.25 | 7.54 | -10.71 | -11.64 | -35.01 | -71.24 | -55.46 | 43.37 | -21.43 | -71.24 | 164.45 | -1.92 |
Max Pos Return (%) | -47.71 | 19.07 | 164.45 | -4.25 | 7.54 | -10.71 | -11.64 | -35.01 | -71.24 | -55.46 | 43.37 | -21.43 | -71.24 | 164.45 | -1.92 |
Max Neg Return (%) | -47.71 | 19.07 | 164.45 | -4.25 | 7.54 | -10.71 | -11.64 | -35.01 | -71.24 | -55.46 | 43.37 | -21.43 | -71.24 | 164.45 | -1.92 |
Pos Occurences (%) | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 33 |
Neg Occurences (%) | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 67 |