Volatility Analysis

-
Volatility: 
Days Factor: 
8.59 -0.01(-0.12%)05/14/2024
Crescent Point Energy Corp (CPG)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
  • For the given dates, CPG current volatility is at 27.07%.
  • The 1-Month historical standard deviation is at 0.20.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.14
    20 Days0.22
    1 Month0.20
    3 Months 0.84
    100 Days 0.92
    6 Months 0.85
    9 Months 0.80
    Year-to-date0.95
    1 Year0.79
    3 Years7.94
    5 Years12.69
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-14.4029.61-27.0562.97-17.02       -27.0562.976.82
    2023      3.68-45.5434.31-37.8958.64-10.22-45.5458.640.50
    Summary
    Avg Returns (%)-14.4029.61-27.0562.97-17.02nan3.68-45.5434.31-37.8958.64-10.22-45.5462.97nan
    Max Pos Return (%)-14.4029.61-27.0562.97-17.020.003.68-45.5434.31-37.8958.64-10.220.0062.973.09
    Max Neg Return (%)-14.4029.61-27.0562.97-17.020.003.68-45.5434.31-37.8958.64-10.220.0062.973.09
    Pos Occurences (%)010001000nan1000100010000100nan
    Neg Occurences (%)10001000100nan0100010001000100nan