Volatility Analysis

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Volatility: 
Days Factor: 
61.61 0.21(0.34%)07/03/2024
Chipotle Mexican Grill (CMG)
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  • For the given dates, CMG current volatility is at 1,884.03%.
  • The 1-Month historical standard deviation is at 1,436.60.



  • Historical Standard Deviation
    PeriodValue
    1 Week1.72
    20 Days1,652.80
    1 Month1,436.60
    3 Months 904.17
    100 Days 864.35
    6 Months 672.03
    9 Months 629.66
    Year-to-date670.58
    1 Year595.84
    3 Years515.58
    5 Years583.13
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202444.76-18.6640.1671.13-42.799,399.90-0.20     -42.799.0014.77
    2023       -74.7058.5425.91-62.7518.90-74.7058.54-6.82
    Summary
    Avg Returns (%)44.76-18.6640.1671.13-42.799.00-0.20-74.7058.5425.91-62.7518.90-74.7071.135.78
    Max Pos Return (%)44.76-18.6640.1671.13-42.799.00-0.20-74.7058.5425.91-62.7518.90-74.709.005.78
    Max Neg Return (%)44.76-18.6640.1671.13-42.799.00-0.20-74.7058.5425.91-62.7518.90-74.709.005.78
    Pos Occurences (%)10001001000100001001000100010058
    Neg Occurences (%)0100001000100100001000010042