Volatility Analysis
16.19 0.10(0.59%)09/27/2024
Chimera Investment Corp (CIM)
For the given dates, CIM current volatility is at 17.79%.
The 1-Month historical standard deviation is at 0.43.
Chimera Investment Corp (CIM)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.22 |
| 20 Days | 0.37 |
| 1 Month | 0.43 |
| 3 Months | 1.01 |
| 100 Days | 1.05 |
| 6 Months | 4.74 |
| 9 Months | 4.95 |
| Year-to-date | 4.97 |
| 1 Year | 4.63 |
| 3 Years | 3.38 |
| 5 Years | 3.23 |
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 | -24.54 | 20.32 | -2.38 | -46.23 | 2,862.06 | -91.81 | -22.17 | -44.19 | -6.95 | -91.81 | 20.32 | -23.99 | |||
| 2023 | -31.68 | 46.45 | -31.68 | 46.45 | 7.39 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -24.54 | 20.32 | -2.38 | -46.23 | 2.00 | -91.81 | -22.17 | -44.19 | -6.95 | nan | -31.68 | 46.45 | -31.68 | 46.45 | nan |
| Max Pos Return (%) | -24.54 | 20.32 | -2.38 | -46.23 | 2.00 | -91.81 | -22.17 | -44.19 | -6.95 | 0.00 | -31.68 | 46.45 | 0.00 | 46.45 | -16.77 |
| Max Neg Return (%) | -24.54 | 20.32 | -2.38 | -46.23 | 2.00 | -91.81 | -22.17 | -44.19 | -6.95 | 0.00 | -31.68 | 46.45 | 0.00 | 46.45 | -16.77 |
| Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |