Volatility Analysis

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Volatility: 
Days Factor: 
347.96 2.65(0.77%)09/16/2024
Cathedral Energy Services Ltd. (CAT)
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  • For the given dates, CAT current volatility is at 28.44%.
  • The 1-Month historical standard deviation is at 7.19.



  • Historical Standard Deviation
    PeriodValue
    1 Week6.07
    20 Days8.34
    1 Month7.19
    3 Months 10.17
    100 Days 10.31
    6 Months 14.20
    9 Months 22.32
    Year-to-date20.95
    1 Year38.22
    3 Years63.07
    5 Years79.22
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-41.19-8.263.32112.91-42.27-43.56234.26-73.31131.31   -73.31234.2630.36
    2023          3.8312.253.8312.258.04
    Summary
    Avg Returns (%)-41.19-8.263.32112.91-42.27-43.56234.26-73.31131.31nan3.8312.253.83234.26nan
    Max Pos Return (%)-41.19-8.263.32112.91-42.27-43.56234.26-73.31131.310.003.8312.250.00234.2624.11
    Max Neg Return (%)-41.19-8.263.32112.91-42.27-43.56234.26-73.31131.310.003.8312.250.00234.2624.11
    Pos Occurences (%)00100100001000100nan100100100100nan
    Neg Occurences (%)1001000010010001000nan000100nan