Volatility Analysis
16.20 -0.50(-2.99%)09/06/2024
China Mengniu Diary Co (CIADY)
For the given dates, CIADY current volatility is at 60.82%.
The 1-Month historical standard deviation is at 0.65.
China Mengniu Diary Co (CIADY)
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Historical Standard Deviation
Period | Value |
1 Week | 0.25 |
20 Days | 0.56 |
1 Month | 0.65 |
3 Months | 0.98 |
100 Days | 1.06 |
6 Months | 2.80 |
9 Months | 3.43 |
Year-to-date | 3.12 |
1 Year | 5.91 |
3 Years | 13.31 |
5 Years | 12.13 |
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 | -8.13 | 83.73 | -12.99 | -59.88 | 6.16 | 45.20 | 54.06 | 12.50 | 2.98 | -59.88 | 83.73 | 13.74 | |||
2023 | -33.97 | 86.17 | -12.10 | -33.97 | 86.17 | 13.37 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -8.13 | 83.73 | -12.99 | -59.88 | 6.16 | 45.20 | 54.06 | 12.50 | 2.98 | -33.97 | 86.17 | -12.10 | -59.88 | 86.17 | 13.64 |
Max Pos Return (%) | -8.13 | 83.73 | -12.99 | -59.88 | 6.16 | 45.20 | 54.06 | 12.50 | 2.98 | -33.97 | 86.17 | -12.10 | -59.88 | 86.17 | 13.64 |
Max Neg Return (%) | -8.13 | 83.73 | -12.99 | -59.88 | 6.16 | 45.20 | 54.06 | 12.50 | 2.98 | -33.97 | 86.17 | -12.10 | -59.88 | 86.17 | 13.64 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 58 |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 42 |