Volatility Analysis
55.48 0.50(0.91%)09/16/2024
California Water Service Group (CWT)
For the given dates, CWT current volatility is at 24.24%.
The 1-Month historical standard deviation is at 0.65.
California Water Service Group (CWT)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.91 |
| 20 Days | 0.71 |
| 1 Month | 0.65 |
| 3 Months | 2.50 |
| 100 Days | 2.69 |
| 6 Months | 3.28 |
| 9 Months | 3.23 |
| Year-to-date | 3.24 |
| 1 Year | 2.99 |
| 3 Years | 5.27 |
| 5 Years | 5.79 |
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 | 4.95 | -9.92 | 7.52 | -28.10 | 64.07 | -35.20 | -18.59 | -9.70 | 86.03 | -35.20 | 86.03 | 6.78 | |||
| 2023 | -45.69 | 43.35 | -45.69 | 43.35 | -1.17 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 4.95 | -9.92 | 7.52 | -28.10 | 64.07 | -35.20 | -18.59 | -9.70 | 86.03 | nan | -45.69 | 43.35 | -45.69 | 86.03 | nan |
| Max Pos Return (%) | 4.95 | -9.92 | 7.52 | -28.10 | 64.07 | -35.20 | -18.59 | -9.70 | 86.03 | 0.00 | -45.69 | 43.35 | 0.00 | 86.03 | 4.89 |
| Max Neg Return (%) | 4.95 | -9.92 | 7.52 | -28.10 | 64.07 | -35.20 | -18.59 | -9.70 | 86.03 | 0.00 | -45.69 | 43.35 | 0.00 | 86.03 | 4.89 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |