Volatility Analysis

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Volatility: 
Days Factor: 
12.47 0.45(3.74%)09/13/2024
CSP Inc. (CSPI)
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  • For the given dates, CSPI current volatility is at 59.61%.
  • The 1-Month historical standard deviation is at 1.06.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.39
    20 Days1.02
    1 Month1.06
    3 Months 1.21
    100 Days 1.16
    6 Months 5.97
    9 Months 9.46
    Year-to-date9.78
    1 Year8.33
    3 Years7.18
    5 Years5.94
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-29.69222.1481.09-80.33-10.92-17.65149.82-53.031.68   -80.33222.1429.23
    2023          -41.1796.18-41.1796.1827.51
    Summary
    Avg Returns (%)-29.69222.1481.09-80.33-10.92-17.65149.82-53.031.68nan-41.1796.18-41.17222.14nan
    Max Pos Return (%)-29.69222.1481.09-80.33-10.92-17.65149.82-53.031.680.00-41.1796.180.00222.1426.51
    Max Neg Return (%)-29.69222.1481.09-80.33-10.92-17.65149.82-53.031.680.00-41.1796.180.00222.1426.51
    Pos Occurences (%)01001000001000100nan01000100nan
    Neg Occurences (%)1000010010010001000nan10000100nan