Volatility Analysis
61.61 0.21(0.34%)07/03/2024
Chipotle Mexican Grill (CMG)
For the given dates, CMG current volatility is at 1,884.03%.
The 1-Month historical standard deviation is at 1,436.60.
Chipotle Mexican Grill (CMG)
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Historical Standard Deviation
Period | Value |
1 Week | 1.72 |
20 Days | 1,652.80 |
1 Month | 1,436.60 |
3 Months | 904.17 |
100 Days | 864.35 |
6 Months | 672.03 |
9 Months | 629.66 |
Year-to-date | 670.58 |
1 Year | 595.84 |
3 Years | 515.58 |
5 Years | 583.13 |
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 | 44.76 | -18.66 | 40.16 | 71.13 | -42.79 | 9,399.90 | -0.20 | -42.79 | 9.00 | 14.77 | |||||
2023 | -74.70 | 58.54 | 25.91 | -62.75 | 18.90 | -74.70 | 58.54 | -6.82 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 44.76 | -18.66 | 40.16 | 71.13 | -42.79 | 9.00 | -0.20 | -74.70 | 58.54 | 25.91 | -62.75 | 18.90 | -74.70 | 71.13 | 5.78 |
Max Pos Return (%) | 44.76 | -18.66 | 40.16 | 71.13 | -42.79 | 9.00 | -0.20 | -74.70 | 58.54 | 25.91 | -62.75 | 18.90 | -74.70 | 9.00 | 5.78 |
Max Neg Return (%) | 44.76 | -18.66 | 40.16 | 71.13 | -42.79 | 9.00 | -0.20 | -74.70 | 58.54 | 25.91 | -62.75 | 18.90 | -74.70 | 9.00 | 5.78 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |