Volatility Analysis
11.65 0.46(4.11%)09/06/2024
China Yuchai International (CYD)
For the given dates, CYD current volatility is at 21.30%.
The 1-Month historical standard deviation is at 0.67.
China Yuchai International (CYD)
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Historical Standard Deviation
Period | Value |
1 Week | 0.24 |
20 Days | 0.36 |
1 Month | 0.67 |
3 Months | 0.85 |
100 Days | 0.90 |
6 Months | 0.89 |
9 Months | 0.79 |
Year-to-date | 0.80 |
1 Year | 0.87 |
3 Years | 1.70 |
5 Years | 2.40 |
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 | -11.63 | 6.93 | -35.87 | -19.06 | 12.64 | 0.38 | 34.77 | 31.56 | -30.09 | -35.87 | 34.77 | -1.15 | |||
2023 | -32.34 | -9.35 | 17.79 | -32.34 | 17.79 | -7.97 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | -11.63 | 6.93 | -35.87 | -19.06 | 12.64 | 0.38 | 34.77 | 31.56 | -30.09 | -32.34 | -9.35 | 17.79 | -35.87 | 34.77 | -2.86 |
Max Pos Return (%) | -11.63 | 6.93 | -35.87 | -19.06 | 12.64 | 0.38 | 34.77 | 31.56 | -30.09 | -32.34 | -9.35 | 17.79 | -35.87 | 34.77 | -2.86 |
Max Neg Return (%) | -11.63 | 6.93 | -35.87 | -19.06 | 12.64 | 0.38 | 34.77 | 31.56 | -30.09 | -32.34 | -9.35 | 17.79 | -35.87 | 34.77 | -2.86 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 50 |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 0 | 100 | 100 | 100 | 0 | 0 | 100 | 50 |