Volatility Analysis

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Volatility: 
Days Factor: 
115.83 -3.45(-2.89%)10/21/2024
City Holding Co. (CHCO)
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  • For the given dates, CHCO current volatility is at 24.06%.
  • The 1-Month historical standard deviation is at 2.41.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.92
    20 Days2.80
    1 Month2.41
    3 Months 3.12
    100 Days 3.20
    6 Months 7.10
    9 Months 7.38
    Year-to-date7.19
    1 Year7.89
    3 Years12.79
    5 Years17.12
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202446.02-33.437.85-2.77-24.32-14.4753.58-1.99-9.6015.37  -33.4353.583.62
    2023           57.9257.9257.9257.92
    Summary
    Avg Returns (%)46.02-33.437.85-2.77-24.32-14.4753.58-1.99-9.6015.37nan57.9257.9257.92nan
    Max Pos Return (%)46.02-33.437.85-2.77-24.32-14.4753.58-1.99-9.6015.370.0057.920.0057.927.85
    Max Neg Return (%)46.02-33.437.85-2.77-24.32-14.4753.58-1.99-9.6015.370.0057.920.0057.927.85
    Pos Occurences (%)100010000010000100nan100100100nan
    Neg Occurences (%)0100010010010001001000nan00100nan