Volatility Analysis

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Volatility: 
Days Factor: 
1.77 -0.06(-3.01%)06/28/2024
Cia Energetica De Minas Gerais (CIG)
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  • For the given dates, CIG current volatility is at 34.45%.
  • The 1-Month historical standard deviation is at 0.05.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.07
    20 Days0.05
    1 Month0.05
    3 Months 0.32
    100 Days 0.31
    6 Months 0.23
    9 Months 0.21
    Year-to-date0.23
    1 Year0.20
    3 Years0.26
    5 Years0.37
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-13.6810.26-28.327.68503.18-73.17      -73.17503.1867.66
    2023       11.075.546.18128.96-57.36-57.36128.9618.88
    Summary
    Avg Returns (%)-13.6810.26-28.327.68503.18-73.17nan11.075.546.18128.96-57.36-57.36503.18nan
    Max Pos Return (%)-13.6810.26-28.327.68503.18-73.170.0011.075.546.18128.96-57.360.00503.1841.70
    Max Neg Return (%)-13.6810.26-28.327.68503.18-73.170.0011.075.546.18128.96-57.360.00503.1841.70
    Pos Occurences (%)010001001000nan10010010010000100nan
    Neg Occurences (%)100010000100nan00001000100nan