Volatility Analysis

-
Volatility: 
Days Factor: 
112.73 3.41(3.12%)07/03/2024
Colliers International Group Inc (CIGI)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, CIGI current volatility is at 30.27%.
  • The 1-Month historical standard deviation is at 1.44.



  • Historical Standard Deviation
    PeriodValue
    1 Week2.01
    20 Days1.42
    1 Month1.44
    3 Months 3.56
    100 Days 4.38
    6 Months 5.37
    9 Months 9.95
    Year-to-date5.39
    1 Year9.19
    3 Years16.04
    5 Years25.18
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202416.0574.65-42.37-5.63-18.97-20.07105.89     -42.37105.8915.65
    2023       -70.32134.94-14.05-1.12-6.77-70.32134.948.54
    Summary
    Avg Returns (%)16.0574.65-42.37-5.63-18.97-20.07105.89-70.32134.94-14.05-1.12-6.77-70.32134.9412.69
    Max Pos Return (%)16.0574.65-42.37-5.63-18.97-20.07105.89-70.32134.94-14.05-1.12-6.77-70.32134.9412.69
    Max Neg Return (%)16.0574.65-42.37-5.63-18.97-20.07105.89-70.32134.94-14.05-1.12-6.77-70.32134.9412.69
    Pos Occurences (%)10010000001000100000010033
    Neg Occurences (%)0010010010010001000100100100010067