Volatility Analysis

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Volatility: 
Days Factor: 
1.35 0.00(0.00%)09/05/2024
Citic Securities Co (CIIHF)
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  • For the given dates, CIIHF current volatility is at 138.48%.
  • The 1-Month historical standard deviation is at 0.02.



  • Historical Standard Deviation
    PeriodValue
    1 Month0.02
    3 Months 0.09
    100 Days 0.09
    6 Months 0.08
    9 Months 0.13
    Year-to-date0.10
    1 Year0.10
    3 Years0.21
    5 Years0.26
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-100.00inf-0.83   88.13-100.00inf   -100.00-18.78
    2023           inf0.00
    Summary
    Avg Returns (%)-100.000.00-0.83nannannan88.13-100.000.00nannan0.000.0088.13nan
    Max Pos Return (%)-100.00-0.830.000.000.0088.13-100.000.000.000.00-9.39
    Max Neg Return (%)-100.00-0.830.000.000.0088.13-100.000.000.000.00-9.39
    Pos Occurences (%)000nannannan10000nannan00100nan
    Neg Occurences (%)100100100nannannan0100100nannan100100100nan