Volatility Analysis

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Volatility: 
Days Factor: 
140.49 -0.47(-0.33%)05/20/2024
Crocs Inc (CROX)
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  • For the given dates, CROX current volatility is at 41.33%.
  • The 1-Month historical standard deviation is at 3.91.



  • Historical Standard Deviation
    PeriodValue
    1 Week4.71
    20 Days3.88
    1 Month3.91
    3 Months 9.84
    100 Days 12.06
    6 Months 16.44
    9 Months 17.08
    Year-to-date14.70
    1 Year15.69
    3 Years28.67
    5 Years40.57
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-32.94177.96-51.77-0.1341.47       -51.77177.9626.92
    2023      116.53-65.31-5.1317.193.04-7.85-65.31116.539.75
    Summary
    Avg Returns (%)-32.94177.96-51.77-0.1341.47nan116.53-65.31-5.1317.193.04-7.85-65.31177.96nan
    Max Pos Return (%)-32.94177.96-51.77-0.1341.470.00116.53-65.31-5.1317.193.04-7.850.00177.9616.09
    Max Neg Return (%)-32.94177.96-51.77-0.1341.470.00116.53-65.31-5.1317.193.04-7.850.00177.9616.09
    Pos Occurences (%)010000100nan1000010010000100nan
    Neg Occurences (%)10001001000nan0100100001000100nan