Volatility Analysis

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Volatility: 
Days Factor: 
1.54 0.01(0.33%)10/04/2024
NRx Pharmaceuticals Inc (NRXP)
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  • For the given dates, NRXP current volatility is at 39.89%.
  • The 1-Month historical standard deviation is at 0.02.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.01
    20 Days0.01
    1 Month0.02
    3 Months 0.06
    100 Days 0.06
    6 Months 0.06
    9 Months 0.13
    Year-to-date0.02
    1 Year0.26
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-50.87250.66-40.2488.76-52.04-9.45-58.2174.46-49.9913.13  -58.21250.6616.62
    2023          -28.1587.42-28.1587.4229.64
    Summary
    Avg Returns (%)-50.87250.66-40.2488.76-52.04-9.45-58.2174.46-49.9913.13-28.1587.42-58.21250.6618.79
    Max Pos Return (%)-50.87250.66-40.2488.76-52.04-9.45-58.2174.46-49.9913.13-28.1587.42-58.21250.6618.79
    Max Neg Return (%)-50.87250.66-40.2488.76-52.04-9.45-58.2174.46-49.9913.13-28.1587.42-58.21250.6618.79
    Pos Occurences (%)0100010000010001000100010042
    Neg Occurences (%)10001000100100100010001000010058