Volatility Analysis
123.74 0.15(0.12%)09/16/2024
Royal Bank Of Canada (RY)
For the given dates, RY current volatility is at 11.48%.
The 1-Month historical standard deviation is at 4.90.
Royal Bank Of Canada (RY)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 1.08 |
| 20 Days | 2.56 |
| 1 Month | 4.90 |
| 3 Months | 5.69 |
| 100 Days | 5.64 |
| 6 Months | 6.76 |
| 9 Months | 6.80 |
| Year-to-date | 6.91 |
| 1 Year | 9.95 |
| 3 Years | 7.46 |
| 5 Years | 15.52 |
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 | 38.50 | -32.68 | 27.83 | 30.54 | 70.11 | -55.52 | -20.31 | 9.27 | -1.59 | -55.52 | 70.11 | 7.35 | |||
| 2023 | -1.27 | -44.21 | -44.21 | -1.27 | -22.74 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 38.50 | -32.68 | 27.83 | 30.54 | 70.11 | -55.52 | -20.31 | 9.27 | -1.59 | nan | -1.27 | -44.21 | -44.21 | 70.11 | nan |
| Max Pos Return (%) | 38.50 | -32.68 | 27.83 | 30.54 | 70.11 | -55.52 | -20.31 | 9.27 | -1.59 | 0.00 | -1.27 | -44.21 | 0.00 | 70.11 | 1.72 |
| Max Neg Return (%) | 38.50 | -32.68 | 27.83 | 30.54 | 70.11 | -55.52 | -20.31 | 9.27 | -1.59 | 0.00 | -1.27 | -44.21 | 0.00 | 70.11 | 1.72 |
| Pos Occurences (%) | 100 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 0 | nan | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 0 | 0 | 100 | 100 | 0 | 100 | nan | 100 | 100 | 100 | 100 | nan |