Volatility Analysis
1.77 -0.06(-3.01%)06/28/2024
Cia Energetica De Minas Gerais (CIG)
For the given dates, CIG current volatility is at 34.45%.
The 1-Month historical standard deviation is at 0.05.
Cia Energetica De Minas Gerais (CIG)
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Historical Standard Deviation
Period | Value |
1 Week | 0.07 |
20 Days | 0.05 |
1 Month | 0.05 |
3 Months | 0.32 |
100 Days | 0.31 |
6 Months | 0.23 |
9 Months | 0.21 |
Year-to-date | 0.23 |
1 Year | 0.20 |
3 Years | 0.26 |
5 Years | 0.37 |
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 | -13.68 | 10.26 | -28.32 | 7.68 | 503.18 | -73.17 | -73.17 | 503.18 | 67.66 | ||||||
2023 | 11.07 | 5.54 | 6.18 | 128.96 | -57.36 | -57.36 | 128.96 | 18.88 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | -13.68 | 10.26 | -28.32 | 7.68 | 503.18 | -73.17 | nan | 11.07 | 5.54 | 6.18 | 128.96 | -57.36 | -57.36 | 503.18 | nan |
Max Pos Return (%) | -13.68 | 10.26 | -28.32 | 7.68 | 503.18 | -73.17 | 0.00 | 11.07 | 5.54 | 6.18 | 128.96 | -57.36 | 0.00 | 503.18 | 41.70 |
Max Neg Return (%) | -13.68 | 10.26 | -28.32 | 7.68 | 503.18 | -73.17 | 0.00 | 11.07 | 5.54 | 6.18 | 128.96 | -57.36 | 0.00 | 503.18 | 41.70 |
Pos Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | nan | 100 | 100 | 100 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | nan | 0 | 0 | 0 | 0 | 100 | 0 | 100 | nan |