Volatility Analysis
18.12 -0.12(-0.66%)10/04/2024
Blackstone Mortgage Trust Inc (BXMT)
For the given dates, BXMT current volatility is at 21.68%.
The 1-Month historical standard deviation is at 0.72.
Blackstone Mortgage Trust Inc (BXMT)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.56 |
| 20 Days | 0.71 |
| 1 Month | 0.72 |
| 3 Months | 0.87 |
| 100 Days | 0.87 |
| 6 Months | 0.80 |
| 9 Months | 1.19 |
| Year-to-date | 1.21 |
| 1 Year | 1.65 |
| 3 Years | 3.26 |
| 5 Years | 3.62 |
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 | 20.18 | 6.04 | -37.15 | 42.81 | -21.80 | -12.42 | 176.23 | -74.16 | 66.74 | -21.40 | -74.16 | 176.23 | 14.51 | ||
| 2023 | -5.51 | 3.27 | -5.51 | 3.27 | -1.12 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 20.18 | 6.04 | -37.15 | 42.81 | -21.80 | -12.42 | 176.23 | -74.16 | 66.74 | -21.40 | -5.51 | 3.27 | -74.16 | 176.23 | 11.90 |
| Max Pos Return (%) | 20.18 | 6.04 | -37.15 | 42.81 | -21.80 | -12.42 | 176.23 | -74.16 | 66.74 | -21.40 | -5.51 | 3.27 | -74.16 | 176.23 | 11.90 |
| Max Neg Return (%) | 20.18 | 6.04 | -37.15 | 42.81 | -21.80 | -12.42 | 176.23 | -74.16 | 66.74 | -21.40 | -5.51 | 3.27 | -74.16 | 176.23 | 11.90 |
| Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 50 |