Volatility Analysis
51.12 -0.12(-0.23%)09/06/2024
CNA Financial Corp. (CNA)
For the given dates, CNA current volatility is at 12.33%.
The 1-Month historical standard deviation is at 1.41.
CNA Financial Corp. (CNA)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.39 |
20 Days | 0.89 |
1 Month | 1.41 |
3 Months | 2.52 |
100 Days | 2.50 |
6 Months | 2.47 |
9 Months | 2.49 |
Year-to-date | 2.37 |
1 Year | 3.24 |
3 Years | 3.41 |
5 Years | 6.09 |
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 | 23.08 | 143.94 | -69.19 | 84.43 | -7.62 | -8.04 | 36.66 | -54.87 | 25.31 | -69.19 | 143.94 | 19.30 | |||
2023 | 47.68 | -49.53 | -16.60 | -49.53 | 47.68 | -6.15 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 23.08 | 143.94 | -69.19 | 84.43 | -7.62 | -8.04 | 36.66 | -54.87 | 25.31 | 47.68 | -49.53 | -16.60 | -69.19 | 143.94 | 12.94 |
Max Pos Return (%) | 23.08 | 143.94 | -69.19 | 84.43 | -7.62 | -8.04 | 36.66 | -54.87 | 25.31 | 47.68 | -49.53 | -16.60 | -69.19 | 143.94 | 12.94 |
Max Neg Return (%) | 23.08 | 143.94 | -69.19 | 84.43 | -7.62 | -8.04 | 36.66 | -54.87 | 25.31 | 47.68 | -49.53 | -16.60 | -69.19 | 143.94 | 12.94 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 50 |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 50 |