Volatility Analysis
63.24 0.09(0.14%)05/17/2024
CMS Energy Corporation (CMS)
For the given dates, CMS current volatility is at 9.53%.
The 1-Month historical standard deviation is at 1.47.
CMS Energy Corporation (CMS)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.59 |
| 20 Days | 1.12 |
| 1 Month | 1.47 |
| 3 Months | 1.50 |
| 100 Days | 1.50 |
| 6 Months | 1.47 |
| 9 Months | 2.23 |
| Year-to-date | 1.51 |
| 1 Year | 2.23 |
| 3 Years | 3.60 |
| 5 Years | 4.13 |
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 | 29.38 | -1.86 | -11.89 | 17.40 | -46.10 | -46.10 | 29.38 | -2.61 | |||||||
| 2023 | 38.56 | -57.51 | 70.72 | 7.44 | -47.43 | 36.54 | -57.51 | 70.72 | 8.05 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 29.38 | -1.86 | -11.89 | 17.40 | -46.10 | nan | 38.56 | -57.51 | 70.72 | 7.44 | -47.43 | 36.54 | -57.51 | 70.72 | nan |
| Max Pos Return (%) | 29.38 | -1.86 | -11.89 | 17.40 | -46.10 | 0.00 | 38.56 | -57.51 | 70.72 | 7.44 | -47.43 | 36.54 | 0.00 | 70.72 | 2.94 |
| Max Neg Return (%) | 29.38 | -1.86 | -11.89 | 17.40 | -46.10 | 0.00 | 38.56 | -57.51 | 70.72 | 7.44 | -47.43 | 36.54 | 0.00 | 70.72 | 2.94 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | nan |