Volatility Analysis

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Volatility: 
Days Factor: 
53.89 -1.64(-2.95%)09/27/2024
Newmont Mining Corp. (NEM)
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  • For the given dates, NEM current volatility is at 23.58%.
  • The 1-Month historical standard deviation is at 1.53.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.75
    20 Days1.60
    1 Month1.53
    3 Months 3.62
    100 Days 3.96
    6 Months 5.27
    9 Months 6.70
    Year-to-date6.76
    1 Year6.07
    3 Years10.86
    5 Years10.62
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-4.45200.51-45.21129.19-53.95-33.4861.21-43.4123.61   -53.95200.5126.00
    2023          -15.30-38.64-38.64-15.30-26.97
    Summary
    Avg Returns (%)-4.45200.51-45.21129.19-53.95-33.4861.21-43.4123.61nan-15.30-38.64-38.64200.51nan
    Max Pos Return (%)-4.45200.51-45.21129.19-53.95-33.4861.21-43.4123.610.00-15.30-38.640.00200.5115.01
    Max Neg Return (%)-4.45200.51-45.21129.19-53.95-33.4861.21-43.4123.610.00-15.30-38.640.00200.5115.01
    Pos Occurences (%)01000100001000100nan000100nan
    Neg Occurences (%)1000100010010001000nan100100100100nan