Volatility Analysis

-
Volatility: 
Days Factor: 
47.00 1.24(2.71%)09/13/2024
CTS Corp. (CTS)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, CTS current volatility is at 31.88%.
  • The 1-Month historical standard deviation is at 1.49.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.78
    20 Days1.67
    1 Month1.49
    3 Months 2.71
    100 Days 2.80
    6 Months 3.22
    9 Months 3.76
    Year-to-date3.69
    1 Year4.48
    3 Years5.31
    5 Years8.40
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202419.52-36.6270.702.36-14.51-40.59208.04-38.0517.43   -40.59208.0420.92
    2023         45.13-46.8525.59-46.8545.137.96
    Summary
    Avg Returns (%)19.52-36.6270.702.36-14.51-40.59208.04-38.0517.4345.13-46.8525.59-46.85208.0417.68
    Max Pos Return (%)19.52-36.6270.702.36-14.51-40.59208.04-38.0517.4345.13-46.8525.59-46.85208.0417.68
    Max Neg Return (%)19.52-36.6270.702.36-14.51-40.59208.04-38.0517.4345.13-46.8525.59-46.85208.0417.68
    Pos Occurences (%)10001001000010001001000100010058
    Neg Occurences (%)0100001001000100001000010042