Volatility Analysis

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Volatility: 
Days Factor: 
245.78 -8.81(-3.46%)09/13/2024
Norfolk Southern Corp. (NSC)
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  • For the given dates, NSC current volatility is at 30.63%.
  • The 1-Month historical standard deviation is at 7.09.



  • Historical Standard Deviation
    PeriodValue
    1 Week4.38
    20 Days4.72
    1 Month7.09
    3 Months 14.42
    100 Days 14.08
    6 Months 13.51
    9 Months 13.18
    Year-to-date13.50
    1 Year20.01
    3 Years23.59
    5 Years34.19
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202441.66-46.7355.0746.05-21.19-7.28127.71-66.5166.23   -66.51127.7121.67
    2023          -57.5137.38-57.5137.38-10.07
    Summary
    Avg Returns (%)41.66-46.7355.0746.05-21.19-7.28127.71-66.5166.23nan-57.5137.38-57.51127.71nan
    Max Pos Return (%)41.66-46.7355.0746.05-21.19-7.28127.71-66.5166.230.00-57.5137.380.00127.7114.57
    Max Neg Return (%)41.66-46.7355.0746.05-21.19-7.28127.71-66.5166.230.00-57.5137.380.00127.7114.57
    Pos Occurences (%)1000100100001000100nan01000100nan
    Neg Occurences (%)01000010010001000nan10000100nan