Volatility Analysis
507.93 -5.59(-1.09%)09/06/2024
Murphy USA Inc (MUSA)
For the given dates, MUSA current volatility is at 18.10%.
The 1-Month historical standard deviation is at 5.78.
Murphy USA Inc (MUSA)
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Historical Standard Deviation
Period | Value |
1 Week | 4.89 |
20 Days | 3.85 |
1 Month | 5.78 |
3 Months | 22.50 |
100 Days | 26.36 |
6 Months | 39.68 |
9 Months | 51.40 |
Year-to-date | 48.34 |
1 Year | 55.76 |
3 Years | 180.13 |
5 Years | 173.27 |
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 | -17.70 | 17.41 | -24.21 | 40.32 | 1.54 | 3.84 | 30.29 | -32.89 | 8.45 | -32.89 | 40.32 | 3.01 | |||
2023 | -9.45 | -17.54 | 31.19 | -17.54 | 31.19 | 1.40 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -17.70 | 17.41 | -24.21 | 40.32 | 1.54 | 3.84 | 30.29 | -32.89 | 8.45 | -9.45 | -17.54 | 31.19 | -32.89 | 40.32 | 2.60 |
Max Pos Return (%) | -17.70 | 17.41 | -24.21 | 40.32 | 1.54 | 3.84 | 30.29 | -32.89 | 8.45 | -9.45 | -17.54 | 31.19 | -32.89 | 40.32 | 2.60 |
Max Neg Return (%) | -17.70 | 17.41 | -24.21 | 40.32 | 1.54 | 3.84 | 30.29 | -32.89 | 8.45 | -9.45 | -17.54 | 31.19 | -32.89 | 40.32 | 2.60 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 42 |