Volatility Analysis
112.73 3.41(3.12%)07/03/2024
Colliers International Group Inc (CIGI)
For the given dates, CIGI current volatility is at 30.27%.
The 1-Month historical standard deviation is at 1.44.
Colliers International Group Inc (CIGI)
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Historical Standard Deviation
Period | Value |
1 Week | 2.01 |
20 Days | 1.42 |
1 Month | 1.44 |
3 Months | 3.56 |
100 Days | 4.38 |
6 Months | 5.37 |
9 Months | 9.95 |
Year-to-date | 5.39 |
1 Year | 9.19 |
3 Years | 16.04 |
5 Years | 25.18 |
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 | 16.05 | 74.65 | -42.37 | -5.63 | -18.97 | -20.07 | 105.89 | -42.37 | 105.89 | 15.65 | |||||
2023 | -70.32 | 134.94 | -14.05 | -1.12 | -6.77 | -70.32 | 134.94 | 8.54 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 16.05 | 74.65 | -42.37 | -5.63 | -18.97 | -20.07 | 105.89 | -70.32 | 134.94 | -14.05 | -1.12 | -6.77 | -70.32 | 134.94 | 12.69 |
Max Pos Return (%) | 16.05 | 74.65 | -42.37 | -5.63 | -18.97 | -20.07 | 105.89 | -70.32 | 134.94 | -14.05 | -1.12 | -6.77 | -70.32 | 134.94 | 12.69 |
Max Neg Return (%) | 16.05 | 74.65 | -42.37 | -5.63 | -18.97 | -20.07 | 105.89 | -70.32 | 134.94 | -14.05 | -1.12 | -6.77 | -70.32 | 134.94 | 12.69 |
Pos Occurences (%) | 100 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 33 |
Neg Occurences (%) | 0 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 67 |