Volatility Analysis
45.91 -0.05(-0.11%)10/04/2024
New Jersey Resources Corporation (NJR)
For the given dates, NJR current volatility is at 9.30%.
The 1-Month historical standard deviation is at 0.67.
New Jersey Resources Corporation (NJR)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.54 |
| 20 Days | 0.68 |
| 1 Month | 0.67 |
| 3 Months | 1.37 |
| 100 Days | 1.60 |
| 6 Months | 1.81 |
| 9 Months | 1.96 |
| Year-to-date | 1.95 |
| 1 Year | 1.86 |
| 3 Years | 3.99 |
| 5 Years | 6.45 |
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 | -0.79 | -11.91 | -2.11 | -6.26 | 67.23 | -59.88 | -3.59 | 3.95 | -22.30 | 19.05 | -59.88 | 67.23 | -1.66 | ||
| 2023 | 8.39 | 3.24 | 3.24 | 8.39 | 5.82 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -0.79 | -11.91 | -2.11 | -6.26 | 67.23 | -59.88 | -3.59 | 3.95 | -22.30 | 19.05 | 8.39 | 3.24 | -59.88 | 67.23 | -0.42 |
| Max Pos Return (%) | -0.79 | -11.91 | -2.11 | -6.26 | 67.23 | -59.88 | -3.59 | 3.95 | -22.30 | 19.05 | 8.39 | 3.24 | -59.88 | 67.23 | -0.42 |
| Max Neg Return (%) | -0.79 | -11.91 | -2.11 | -6.26 | 67.23 | -59.88 | -3.59 | 3.95 | -22.30 | 19.05 | 8.39 | 3.24 | -59.88 | 67.23 | -0.42 |
| Pos Occurences (%) | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 42 |
| Neg Occurences (%) | 100 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 58 |