Volatility Analysis
301.11 -1.02(-0.34%)09/16/2024
Cummins Inc. (CMI)
For the given dates, CMI current volatility is at 21.51%.
The 1-Month historical standard deviation is at 5.59.
Cummins Inc. (CMI)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 3.45 |
| 20 Days | 6.04 |
| 1 Month | 5.59 |
| 3 Months | 12.03 |
| 100 Days | 12.72 |
| 6 Months | 10.65 |
| 9 Months | 21.59 |
| Year-to-date | 20.54 |
| 1 Year | 29.47 |
| 3 Years | 31.37 |
| 5 Years | 40.67 |
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 | -24.74 | -14.60 | 68.43 | -15.76 | -15.65 | 13.67 | 20.39 | -51.83 | 77.19 | -51.83 | 77.19 | 6.34 | |||
| 2023 | -48.72 | 178.24 | -48.72 | 178.24 | 64.76 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -24.74 | -14.60 | 68.43 | -15.76 | -15.65 | 13.67 | 20.39 | -51.83 | 77.19 | nan | -48.72 | 178.24 | -48.72 | 178.24 | nan |
| Max Pos Return (%) | -24.74 | -14.60 | 68.43 | -15.76 | -15.65 | 13.67 | 20.39 | -51.83 | 77.19 | 0.00 | -48.72 | 178.24 | 0.00 | 178.24 | 15.55 |
| Max Neg Return (%) | -24.74 | -14.60 | 68.43 | -15.76 | -15.65 | 13.67 | 20.39 | -51.83 | 77.19 | 0.00 | -48.72 | 178.24 | 0.00 | 178.24 | 15.55 |
| Pos Occurences (%) | 0 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |