Volatility Analysis
1.98 0.01(0.51%)09/16/2024
CIM Commercial Trust Corp (CMCT)
For the given dates, CMCT current volatility is at 26.94%.
The 1-Month historical standard deviation is at 0.09.
CIM Commercial Trust Corp (CMCT)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.04 |
| 20 Days | 0.04 |
| 1 Month | 0.09 |
| 3 Months | 0.27 |
| 100 Days | 0.31 |
| 6 Months | 0.67 |
| 9 Months | 0.67 |
| Year-to-date | 0.66 |
| 1 Year | 0.70 |
| 3 Years | 1.53 |
| 5 Years | 2.94 |
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 | -54.56 | -4.62 | -2.58 | 18.68 | 31.33 | -0.24 | -7.21 | -13.04 | -35.03 | -54.56 | 31.33 | -7.47 | |||
| 2023 | -73.31 | 429.24 | -73.31 | 429.24 | 177.97 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -54.56 | -4.62 | -2.58 | 18.68 | 31.33 | -0.24 | -7.21 | -13.04 | -35.03 | nan | -73.31 | 429.24 | -73.31 | 429.24 | nan |
| Max Pos Return (%) | -54.56 | -4.62 | -2.58 | 18.68 | 31.33 | -0.24 | -7.21 | -13.04 | -35.03 | 0.00 | -73.31 | 429.24 | 0.00 | 429.24 | 24.06 |
| Max Neg Return (%) | -54.56 | -4.62 | -2.58 | 18.68 | 31.33 | -0.24 | -7.21 | -13.04 | -35.03 | 0.00 | -73.31 | 429.24 | 0.00 | 429.24 | 24.06 |
| Pos Occurences (%) | 0 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |