Volatility Analysis
47.00 1.24(2.71%)09/13/2024
CTS Corp. (CTS)
For the given dates, CTS current volatility is at 31.88%.
The 1-Month historical standard deviation is at 1.49.
CTS Corp. (CTS)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.78 |
20 Days | 1.67 |
1 Month | 1.49 |
3 Months | 2.71 |
100 Days | 2.80 |
6 Months | 3.22 |
9 Months | 3.76 |
Year-to-date | 3.69 |
1 Year | 4.48 |
3 Years | 5.31 |
5 Years | 8.40 |
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 | 19.52 | -36.62 | 70.70 | 2.36 | -14.51 | -40.59 | 208.04 | -38.05 | 17.43 | -40.59 | 208.04 | 20.92 | |||
2023 | 45.13 | -46.85 | 25.59 | -46.85 | 45.13 | 7.96 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 19.52 | -36.62 | 70.70 | 2.36 | -14.51 | -40.59 | 208.04 | -38.05 | 17.43 | 45.13 | -46.85 | 25.59 | -46.85 | 208.04 | 17.68 |
Max Pos Return (%) | 19.52 | -36.62 | 70.70 | 2.36 | -14.51 | -40.59 | 208.04 | -38.05 | 17.43 | 45.13 | -46.85 | 25.59 | -46.85 | 208.04 | 17.68 |
Max Neg Return (%) | 19.52 | -36.62 | 70.70 | 2.36 | -14.51 | -40.59 | 208.04 | -38.05 | 17.43 | 45.13 | -46.85 | 25.59 | -46.85 | 208.04 | 17.68 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |