Volatility Analysis
53.89 -1.64(-2.95%)09/27/2024
Newmont Mining Corp. (NEM)
For the given dates, NEM current volatility is at 23.58%.
The 1-Month historical standard deviation is at 1.53.
Newmont Mining Corp. (NEM)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.75 |
20 Days | 1.60 |
1 Month | 1.53 |
3 Months | 3.62 |
100 Days | 3.96 |
6 Months | 5.27 |
9 Months | 6.70 |
Year-to-date | 6.76 |
1 Year | 6.07 |
3 Years | 10.86 |
5 Years | 10.62 |
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 | -4.45 | 200.51 | -45.21 | 129.19 | -53.95 | -33.48 | 61.21 | -43.41 | 23.61 | -53.95 | 200.51 | 26.00 | |||
2023 | -15.30 | -38.64 | -38.64 | -15.30 | -26.97 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -4.45 | 200.51 | -45.21 | 129.19 | -53.95 | -33.48 | 61.21 | -43.41 | 23.61 | nan | -15.30 | -38.64 | -38.64 | 200.51 | nan |
Max Pos Return (%) | -4.45 | 200.51 | -45.21 | 129.19 | -53.95 | -33.48 | 61.21 | -43.41 | 23.61 | 0.00 | -15.30 | -38.64 | 0.00 | 200.51 | 15.01 |
Max Neg Return (%) | -4.45 | 200.51 | -45.21 | 129.19 | -53.95 | -33.48 | 61.21 | -43.41 | 23.61 | 0.00 | -15.30 | -38.64 | 0.00 | 200.51 | 15.01 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | nan | 100 | 100 | 100 | 100 | nan |