Volatility Analysis
33.21 0.57(1.75%)09/27/2024
Canadian Natural Resources Ltd. (CNQ)
For the given dates, CNQ current volatility is at 32.02%.
The 1-Month historical standard deviation is at 1.51.
Canadian Natural Resources Ltd. (CNQ)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.67 |
20 Days | 0.74 |
1 Month | 1.51 |
3 Months | 1.43 |
100 Days | 1.39 |
6 Months | 20.68 |
9 Months | 18.50 |
Year-to-date | 18.61 |
1 Year | 16.42 |
3 Years | 11.92 |
5 Years | 19.04 |
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 | -42.24 | 75.42 | -48.42 | -0.24 | 48.71 | -3.14 | -1.56 | 7.11 | 26.50 | -48.42 | 75.42 | 6.90 | |||
2023 | 146.15 | 1.56 | 1.56 | 146.15 | 73.86 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -42.24 | 75.42 | -48.42 | -0.24 | 48.71 | -3.14 | -1.56 | 7.11 | 26.50 | nan | 146.15 | 1.56 | 1.56 | 146.15 | nan |
Max Pos Return (%) | -42.24 | 75.42 | -48.42 | -0.24 | 48.71 | -3.14 | -1.56 | 7.11 | 26.50 | 0.00 | 146.15 | 1.56 | 0.00 | 146.15 | 17.49 |
Max Neg Return (%) | -42.24 | 75.42 | -48.42 | -0.24 | 48.71 | -3.14 | -1.56 | 7.11 | 26.50 | 0.00 | 146.15 | 1.56 | 0.00 | 146.15 | 17.49 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 100 | nan | 100 | 100 | 100 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 0 | nan | 0 | 0 | 0 | 100 | nan |