Volatility Analysis
245.78 -8.81(-3.46%)09/13/2024
Norfolk Southern Corp. (NSC)
For the given dates, NSC current volatility is at 30.63%.
The 1-Month historical standard deviation is at 7.09.
Norfolk Southern Corp. (NSC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 4.38 |
20 Days | 4.72 |
1 Month | 7.09 |
3 Months | 14.42 |
100 Days | 14.08 |
6 Months | 13.51 |
9 Months | 13.18 |
Year-to-date | 13.50 |
1 Year | 20.01 |
3 Years | 23.59 |
5 Years | 34.19 |
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 | 41.66 | -46.73 | 55.07 | 46.05 | -21.19 | -7.28 | 127.71 | -66.51 | 66.23 | -66.51 | 127.71 | 21.67 | |||
2023 | -57.51 | 37.38 | -57.51 | 37.38 | -10.07 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 41.66 | -46.73 | 55.07 | 46.05 | -21.19 | -7.28 | 127.71 | -66.51 | 66.23 | nan | -57.51 | 37.38 | -57.51 | 127.71 | nan |
Max Pos Return (%) | 41.66 | -46.73 | 55.07 | 46.05 | -21.19 | -7.28 | 127.71 | -66.51 | 66.23 | 0.00 | -57.51 | 37.38 | 0.00 | 127.71 | 14.57 |
Max Neg Return (%) | 41.66 | -46.73 | 55.07 | 46.05 | -21.19 | -7.28 | 127.71 | -66.51 | 66.23 | 0.00 | -57.51 | 37.38 | 0.00 | 127.71 | 14.57 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |