Volatility Analysis

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Volatility: 
Days Factor: 
507.93 -5.59(-1.09%)09/06/2024
Murphy USA Inc (MUSA)
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  • For the given dates, MUSA current volatility is at 18.10%.
  • The 1-Month historical standard deviation is at 5.78.



  • Historical Standard Deviation
    PeriodValue
    1 Week4.89
    20 Days3.85
    1 Month5.78
    3 Months 22.50
    100 Days 26.36
    6 Months 39.68
    9 Months 51.40
    Year-to-date48.34
    1 Year55.76
    3 Years180.13
    5 Years173.27
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-17.7017.41-24.2140.321.543.8430.29-32.898.45   -32.8940.323.01
    2023         -9.45-17.5431.19-17.5431.191.40
    Summary
    Avg Returns (%)-17.7017.41-24.2140.321.543.8430.29-32.898.45-9.45-17.5431.19-32.8940.322.60
    Max Pos Return (%)-17.7017.41-24.2140.321.543.8430.29-32.898.45-9.45-17.5431.19-32.8940.322.60
    Max Neg Return (%)-17.7017.41-24.2140.321.543.8430.29-32.898.45-9.45-17.5431.19-32.8940.322.60
    Pos Occurences (%)01000100100100100010000100010058
    Neg Occurences (%)1000100000010001001000010042