Volatility Analysis

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Volatility: 
Days Factor: 
16.20 -0.50(-2.99%)09/06/2024
China Mengniu Diary Co (CIADY)
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  • For the given dates, CIADY current volatility is at 60.82%.
  • The 1-Month historical standard deviation is at 0.65.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.25
    20 Days0.56
    1 Month0.65
    3 Months 0.98
    100 Days 1.06
    6 Months 2.80
    9 Months 3.43
    Year-to-date3.12
    1 Year5.91
    3 Years13.31
    5 Years12.13
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-8.1383.73-12.99-59.886.1645.2054.0612.502.98   -59.8883.7313.74
    2023         -33.9786.17-12.10-33.9786.1713.37
    Summary
    Avg Returns (%)-8.1383.73-12.99-59.886.1645.2054.0612.502.98-33.9786.17-12.10-59.8886.1713.64
    Max Pos Return (%)-8.1383.73-12.99-59.886.1645.2054.0612.502.98-33.9786.17-12.10-59.8886.1713.64
    Max Neg Return (%)-8.1383.73-12.99-59.886.1645.2054.0612.502.98-33.9786.17-12.10-59.8886.1713.64
    Pos Occurences (%)01000010010010010010001000010058
    Neg Occurences (%)1000100100000001000100010042