Volatility Analysis

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Volatility: 
Days Factor: 
13.86 -0.06(-0.43%)09/13/2024
Caledonia Mining Corporation Plc (CMCL)
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  • For the given dates, CMCL current volatility is at 42.00%.
  • The 1-Month historical standard deviation is at 0.78.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.65
    20 Days0.48
    1 Month0.78
    3 Months 1.23
    100 Days 1.23
    6 Months 1.00
    9 Months 1.01
    Year-to-date0.94
    1 Year0.97
    3 Years1.62
    5 Years2.72
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-12.74-13.6858.82-13.263.97-37.25-14.2575.26-15.55   -37.2575.263.48
    2023          -32.5151.83-32.5151.839.66
    Summary
    Avg Returns (%)-12.74-13.6858.82-13.263.97-37.25-14.2575.26-15.55nan-32.5151.83-32.5175.26nan
    Max Pos Return (%)-12.74-13.6858.82-13.263.97-37.25-14.2575.26-15.550.00-32.5151.830.0075.264.22
    Max Neg Return (%)-12.74-13.6858.82-13.263.97-37.25-14.2575.26-15.550.00-32.5151.830.0075.264.22
    Pos Occurences (%)001000100001000nan01000100nan
    Neg Occurences (%)100100010001001000100nan10000100nan