Volatility Analysis

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Volatility: 
Days Factor: 
34.57 -0.62(-1.76%)09/06/2024
Murphy Oil Corp. (MUR)
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  • For the given dates, MUR current volatility is at 30.07%.
  • The 1-Month historical standard deviation is at 1.00.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.00
    20 Days1.26
    1 Month1.00
    3 Months 1.99
    100 Days 2.01
    6 Months 3.40
    9 Months 3.12
    Year-to-date3.22
    1 Year3.17
    3 Years6.29
    5 Years12.59
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-10.5134.00-33.7642.54-35.0629.59-17.7443.868.75   -35.0643.866.85
    2023         -49.0780.66-0.23-49.0780.6610.45
    Summary
    Avg Returns (%)-10.5134.00-33.7642.54-35.0629.59-17.7443.868.75-49.0780.66-0.23-49.0780.667.75
    Max Pos Return (%)-10.5134.00-33.7642.54-35.0629.59-17.7443.868.75-49.0780.66-0.23-49.0780.667.75
    Max Neg Return (%)-10.5134.00-33.7642.54-35.0629.59-17.7443.868.75-49.0780.66-0.23-49.0780.667.75
    Pos Occurences (%)010001000100010010001000010050
    Neg Occurences (%)100010001000100001000100010050