Volatility Analysis
76.27 -1.05(-1.36%)05/17/2024
CF Industries Holdings Inc (CF)
For the given dates, CF current volatility is at 24.43%.
The 1-Month historical standard deviation is at 2.21.
CF Industries Holdings Inc (CF)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 2.17 |
| 20 Days | 2.34 |
| 1 Month | 2.21 |
| 3 Months | 3.22 |
| 100 Days | 3.29 |
| 6 Months | 3.12 |
| 9 Months | 3.30 |
| Year-to-date | 3.25 |
| 1 Year | 5.59 |
| 3 Years | 36.33 |
| 5 Years | 34.38 |
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 | -13.26 | 2.35 | 44.29 | -18.59 | 28.80 | -18.59 | 44.29 | 8.72 | |||||||
| 2023 | -36.24 | 57.84 | -14.08 | 10.58 | -2.45 | -30.44 | -36.24 | 57.84 | -2.47 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -13.26 | 2.35 | 44.29 | -18.59 | 28.80 | nan | -36.24 | 57.84 | -14.08 | 10.58 | -2.45 | -30.44 | -36.24 | 57.84 | nan |
| Max Pos Return (%) | -13.26 | 2.35 | 44.29 | -18.59 | 28.80 | 0.00 | -36.24 | 57.84 | -14.08 | 10.58 | -2.45 | -30.44 | 0.00 | 57.84 | 2.40 |
| Max Neg Return (%) | -13.26 | 2.35 | 44.29 | -18.59 | 28.80 | 0.00 | -36.24 | 57.84 | -14.08 | 10.58 | -2.45 | -30.44 | 0.00 | 57.84 | 2.40 |
| Pos Occurences (%) | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | nan |