Volatility Analysis
53.55 0.80(1.52%)09/13/2024
New York Times Co. (NYT)
For the given dates, NYT current volatility is at 19.20%.
The 1-Month historical standard deviation is at 0.92.
New York Times Co. (NYT)
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Historical Standard Deviation
Period | Value |
1 Week | 0.39 |
20 Days | 1.03 |
1 Month | 0.92 |
3 Months | 1.62 |
100 Days | 1.69 |
6 Months | 4.38 |
9 Months | 4.12 |
Year-to-date | 4.22 |
1 Year | 4.36 |
3 Years | 7.11 |
5 Years | 7.13 |
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 | -34.76 | 0.33 | -7.86 | 30.47 | -32.98 | 25.59 | 111.93 | -49.85 | 28.03 | -49.85 | 111.93 | 7.88 | |||
2023 | 42.95 | -50.09 | 73.53 | -50.09 | 73.53 | 22.13 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -34.76 | 0.33 | -7.86 | 30.47 | -32.98 | 25.59 | 111.93 | -49.85 | 28.03 | 42.95 | -50.09 | 73.53 | -50.09 | 111.93 | 11.44 |
Max Pos Return (%) | -34.76 | 0.33 | -7.86 | 30.47 | -32.98 | 25.59 | 111.93 | -49.85 | 28.03 | 42.95 | -50.09 | 73.53 | -50.09 | 111.93 | 11.44 |
Max Neg Return (%) | -34.76 | 0.33 | -7.86 | 30.47 | -32.98 | 25.59 | 111.93 | -49.85 | 28.03 | 42.95 | -50.09 | 73.53 | -50.09 | 111.93 | 11.44 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |