Volatility Analysis
34.57 -0.62(-1.76%)09/06/2024
Murphy Oil Corp. (MUR)
For the given dates, MUR current volatility is at 30.07%.
The 1-Month historical standard deviation is at 1.00.
Murphy Oil Corp. (MUR)
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Historical Standard Deviation
Period | Value |
1 Week | 1.00 |
20 Days | 1.26 |
1 Month | 1.00 |
3 Months | 1.99 |
100 Days | 2.01 |
6 Months | 3.40 |
9 Months | 3.12 |
Year-to-date | 3.22 |
1 Year | 3.17 |
3 Years | 6.29 |
5 Years | 12.59 |
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 | -10.51 | 34.00 | -33.76 | 42.54 | -35.06 | 29.59 | -17.74 | 43.86 | 8.75 | -35.06 | 43.86 | 6.85 | |||
2023 | -49.07 | 80.66 | -0.23 | -49.07 | 80.66 | 10.45 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -10.51 | 34.00 | -33.76 | 42.54 | -35.06 | 29.59 | -17.74 | 43.86 | 8.75 | -49.07 | 80.66 | -0.23 | -49.07 | 80.66 | 7.75 |
Max Pos Return (%) | -10.51 | 34.00 | -33.76 | 42.54 | -35.06 | 29.59 | -17.74 | 43.86 | 8.75 | -49.07 | 80.66 | -0.23 | -49.07 | 80.66 | 7.75 |
Max Neg Return (%) | -10.51 | 34.00 | -33.76 | 42.54 | -35.06 | 29.59 | -17.74 | 43.86 | 8.75 | -49.07 | 80.66 | -0.23 | -49.07 | 80.66 | 7.75 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 50 |