Volatility Analysis
11.80 0.21(1.77%)09/06/2024
CMPO (CMPO)
For the given dates, CMPO current volatility is at 16.42%.
The 1-Month historical standard deviation is at 0.35.
CMPO (CMPO)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.64 |
| 20 Days | 0.42 |
| 1 Month | 0.35 |
| 3 Months | 0.30 |
| 100 Days | 0.29 |
| 6 Months | 0.58 |
| 9 Months | 0.80 |
| Year-to-date | 0.31 |
| 1 Year | 0.89 |
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 | 34.44 | -37.23 | 49.59 | -31.17 | -26.29 | 59.09 | -44.19 | -17.99 | -0.84 | -44.19 | 59.09 | -1.62 | |||
| 2023 | -20.76 | 133.13 | -27.60 | -27.60 | 133.13 | 28.26 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 34.44 | -37.23 | 49.59 | -31.17 | -26.29 | 59.09 | -44.19 | -17.99 | -0.84 | -20.76 | 133.13 | -27.60 | -44.19 | 133.13 | 5.85 |
| Max Pos Return (%) | 34.44 | -37.23 | 49.59 | -31.17 | -26.29 | 59.09 | -44.19 | -17.99 | -0.84 | -20.76 | 133.13 | -27.60 | -44.19 | 133.13 | 5.85 |
| Max Neg Return (%) | 34.44 | -37.23 | 49.59 | -31.17 | -26.29 | 59.09 | -44.19 | -17.99 | -0.84 | -20.76 | 133.13 | -27.60 | -44.19 | 133.13 | 5.85 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 33 |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 67 |