Volatility Analysis
98.61 -2.41(-2.39%)07/03/2024
Cullen Frost Bankers Inc. (CFR)
For the given dates, CFR current volatility is at 20.15%.
The 1-Month historical standard deviation is at 1.60.
Cullen Frost Bankers Inc. (CFR)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 1.26 |
| 20 Days | 1.85 |
| 1 Month | 1.60 |
| 3 Months | 5.11 |
| 100 Days | 5.18 |
| 6 Months | 4.29 |
| 9 Months | 6.67 |
| Year-to-date | 4.28 |
| 1 Year | 7.06 |
| 3 Years | 14.81 |
| 5 Years | 23.22 |
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 | -0.83 | -11.04 | -0.02 | 70.99 | -53.94 | -2.48 | 15.41 | -53.94 | 70.99 | 2.58 | |||||
| 2023 | -70.11 | 78.21 | 148.93 | -77.28 | 82.55 | -77.28 | 148.93 | 32.46 | |||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -0.83 | -11.04 | -0.02 | 70.99 | -53.94 | -2.48 | 15.41 | -70.11 | 78.21 | 148.93 | -77.28 | 82.55 | -77.28 | 148.93 | 15.03 |
| Max Pos Return (%) | -0.83 | -11.04 | -0.02 | 70.99 | -53.94 | -2.48 | 15.41 | -70.11 | 78.21 | 148.93 | -77.28 | 82.55 | -77.28 | 148.93 | 15.03 |
| Max Neg Return (%) | -0.83 | -11.04 | -0.02 | 70.99 | -53.94 | -2.48 | 15.41 | -70.11 | 78.21 | 148.93 | -77.28 | 82.55 | -77.28 | 148.93 | 15.03 |
| Pos Occurences (%) | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 42 |
| Neg Occurences (%) | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 58 |