Volatility Analysis
218.41 1.42(0.65%)09/16/2024
CME Group Inc (CME)
For the given dates, CME current volatility is at 15.28%.
The 1-Month historical standard deviation is at 4.48.
CME Group Inc (CME)
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Historical Standard Deviation
Period | Value |
1 Week | 0.76 |
20 Days | 2.49 |
1 Month | 4.48 |
3 Months | 8.44 |
100 Days | 8.30 |
6 Months | 7.63 |
9 Months | 7.61 |
Year-to-date | 7.72 |
1 Year | 7.38 |
3 Years | 17.35 |
5 Years | 21.50 |
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 | -56.96 | 102.09 | -8.89 | -1.12 | 21.08 | -35.48 | 8.90 | 3.19 | 15.18 | -56.96 | 102.09 | 5.33 | |||
2023 | -31.59 | 53.86 | -31.59 | 53.86 | 11.14 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -56.96 | 102.09 | -8.89 | -1.12 | 21.08 | -35.48 | 8.90 | 3.19 | 15.18 | nan | -31.59 | 53.86 | -31.59 | 102.09 | nan |
Max Pos Return (%) | -56.96 | 102.09 | -8.89 | -1.12 | 21.08 | -35.48 | 8.90 | 3.19 | 15.18 | 0.00 | -31.59 | 53.86 | 0.00 | 102.09 | 5.86 |
Max Neg Return (%) | -56.96 | 102.09 | -8.89 | -1.12 | 21.08 | -35.48 | 8.90 | 3.19 | 15.18 | 0.00 | -31.59 | 53.86 | 0.00 | 102.09 | 5.86 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 100 | nan | 0 | 100 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 0 | nan | 100 | 0 | 0 | 100 | nan |