Volatility Analysis

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Volatility: 
Days Factor: 
51.12 -0.12(-0.23%)09/06/2024
CNA Financial Corp. (CNA)
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  • For the given dates, CNA current volatility is at 12.33%.
  • The 1-Month historical standard deviation is at 1.41.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.39
    20 Days0.89
    1 Month1.41
    3 Months 2.52
    100 Days 2.50
    6 Months 2.47
    9 Months 2.49
    Year-to-date2.37
    1 Year3.24
    3 Years3.41
    5 Years6.09
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202423.08143.94-69.1984.43-7.62-8.0436.66-54.8725.31   -69.19143.9419.30
    2023         47.68-49.53-16.60-49.5347.68-6.15
    Summary
    Avg Returns (%)23.08143.94-69.1984.43-7.62-8.0436.66-54.8725.3147.68-49.53-16.60-69.19143.9412.94
    Max Pos Return (%)23.08143.94-69.1984.43-7.62-8.0436.66-54.8725.3147.68-49.53-16.60-69.19143.9412.94
    Max Neg Return (%)23.08143.94-69.1984.43-7.62-8.0436.66-54.8725.3147.68-49.53-16.60-69.19143.9412.94
    Pos Occurences (%)100100010000100010010000010050
    Neg Occurences (%)001000100100010000100100010050