Volatility Analysis

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Volatility: 
Days Factor: 
9.69 0.03(0.26%)07/03/2024
AGNC Investment Corp (AGNC)
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  • For the given dates, AGNC current volatility is at 15.69%.
  • The 1-Month historical standard deviation is at 0.10.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.09
    20 Days0.11
    1 Month0.10
    3 Months 0.24
    100 Days 0.24
    6 Months 0.22
    9 Months 0.62
    Year-to-date0.22
    1 Year0.57
    3 Years1.36
    5 Years1.49
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    20242.445.57-40.1421.292.91-34.2347.18     -40.1447.180.72
    2023       -26.4927.91198.48-69.31-4.60-69.31198.4825.20
    Summary
    Avg Returns (%)2.445.57-40.1421.292.91-34.2347.18-26.4927.91198.48-69.31-4.60-69.31198.4810.92
    Max Pos Return (%)2.445.57-40.1421.292.91-34.2347.18-26.4927.91198.48-69.31-4.60-69.31198.4810.92
    Max Neg Return (%)2.445.57-40.1421.292.91-34.2347.18-26.4927.91198.48-69.31-4.60-69.31198.4810.92
    Pos Occurences (%)10010001001000100010010000010058
    Neg Occurences (%)0010000100010000100100010042