Volatility Analysis
84.51 4.89(6.14%)10/04/2024
Cal-Maine Foods, Inc. (CALM)
For the given dates, CALM current volatility is at 42.66%.
The 1-Month historical standard deviation is at 4.01.
Cal-Maine Foods, Inc. (CALM)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 3.81 |
| 20 Days | 3.55 |
| 1 Month | 4.01 |
| 3 Months | 4.15 |
| 100 Days | 4.66 |
| 6 Months | 6.24 |
| 9 Months | 6.40 |
| Year-to-date | 6.40 |
| 1 Year | 8.03 |
| 3 Years | 9.77 |
| 5 Years | 10.71 |
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 | -19.56 | -4.44 | 5.34 | 28.52 | -7.77 | -1.22 | 46.22 | -74.38 | 158.88 | 85.40 | -74.38 | 158.88 | 21.70 | ||
| 2023 | 14.45 | 3.03 | 3.03 | 14.45 | 8.74 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -19.56 | -4.44 | 5.34 | 28.52 | -7.77 | -1.22 | 46.22 | -74.38 | 158.88 | 85.40 | 14.45 | 3.03 | -74.38 | 158.88 | 19.54 |
| Max Pos Return (%) | -19.56 | -4.44 | 5.34 | 28.52 | -7.77 | -1.22 | 46.22 | -74.38 | 158.88 | 85.40 | 14.45 | 3.03 | -74.38 | 158.88 | 19.54 |
| Max Neg Return (%) | -19.56 | -4.44 | 5.34 | 28.52 | -7.77 | -1.22 | 46.22 | -74.38 | 158.88 | 85.40 | 14.45 | 3.03 | -74.38 | 158.88 | 19.54 |
| Pos Occurences (%) | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 58 |
| Neg Occurences (%) | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 42 |