Volatility Analysis
140.49 -0.47(-0.33%)05/20/2024
Crocs Inc (CROX)
For the given dates, CROX current volatility is at 41.33%.
The 1-Month historical standard deviation is at 3.91.
Crocs Inc (CROX)
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Historical Standard Deviation
Period | Value |
1 Week | 4.71 |
20 Days | 3.88 |
1 Month | 3.91 |
3 Months | 9.84 |
100 Days | 12.06 |
6 Months | 16.44 |
9 Months | 17.08 |
Year-to-date | 14.70 |
1 Year | 15.69 |
3 Years | 28.67 |
5 Years | 40.57 |
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 | -32.94 | 177.96 | -51.77 | -0.13 | 41.47 | -51.77 | 177.96 | 26.92 | |||||||
2023 | 116.53 | -65.31 | -5.13 | 17.19 | 3.04 | -7.85 | -65.31 | 116.53 | 9.75 | ||||||
Summary | |||||||||||||||
Avg Returns (%) | -32.94 | 177.96 | -51.77 | -0.13 | 41.47 | nan | 116.53 | -65.31 | -5.13 | 17.19 | 3.04 | -7.85 | -65.31 | 177.96 | nan |
Max Pos Return (%) | -32.94 | 177.96 | -51.77 | -0.13 | 41.47 | 0.00 | 116.53 | -65.31 | -5.13 | 17.19 | 3.04 | -7.85 | 0.00 | 177.96 | 16.09 |
Max Neg Return (%) | -32.94 | 177.96 | -51.77 | -0.13 | 41.47 | 0.00 | 116.53 | -65.31 | -5.13 | 17.19 | 3.04 | -7.85 | 0.00 | 177.96 | 16.09 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | nan | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | nan | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 100 | nan |