Volatility Analysis
69.82 0.59(0.85%)09/20/2024
CMS Energy Corporation (CMS)
For the given dates, CMS current volatility is at 12.66%.
The 1-Month historical standard deviation is at 1.17.
CMS Energy Corporation (CMS)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.44 |
| 20 Days | 0.73 |
| 1 Month | 1.17 |
| 3 Months | 3.81 |
| 100 Days | 3.90 |
| 6 Months | 3.59 |
| 9 Months | 3.77 |
| Year-to-date | 3.78 |
| 1 Year | 4.25 |
| 3 Years | 3.95 |
| 5 Years | 4.19 |
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 | 29.38 | -1.86 | -11.89 | 17.40 | 15.24 | -3.66 | -14.71 | -65.82 | 121.10 | -65.82 | 121.10 | 9.46 | |||
| 2023 | -47.43 | 36.54 | -47.43 | 36.54 | -5.45 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 29.38 | -1.86 | -11.89 | 17.40 | 15.24 | -3.66 | -14.71 | -65.82 | 121.10 | nan | -47.43 | 36.54 | -47.43 | 121.10 | nan |
| Max Pos Return (%) | 29.38 | -1.86 | -11.89 | 17.40 | 15.24 | -3.66 | -14.71 | -65.82 | 121.10 | 0.00 | -47.43 | 36.54 | 0.00 | 121.10 | 6.19 |
| Max Neg Return (%) | 29.38 | -1.86 | -11.89 | 17.40 | 15.24 | -3.66 | -14.71 | -65.82 | 121.10 | 0.00 | -47.43 | 36.54 | 0.00 | 121.10 | 6.19 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |