Volatility Analysis
13.75 0.17(1.25%)09/13/2024
Easterly Government Properties Inc (DEA)
For the given dates, DEA current volatility is at 20.00%.
The 1-Month historical standard deviation is at 0.15.
Easterly Government Properties Inc (DEA)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.19 |
20 Days | 0.16 |
1 Month | 0.15 |
3 Months | 0.58 |
100 Days | 0.65 |
6 Months | 0.88 |
9 Months | 0.87 |
Year-to-date | 0.84 |
1 Year | 0.96 |
3 Years | 2.61 |
5 Years | 2.90 |
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 | 26.71 | 30.82 | -6.47 | -41.00 | 52.53 | -35.95 | 33.88 | -5.46 | 8.58 | -41.00 | 52.53 | 7.07 | |||
2023 | -31.11 | -23.92 | -31.11 | -23.92 | -27.52 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 26.71 | 30.82 | -6.47 | -41.00 | 52.53 | -35.95 | 33.88 | -5.46 | 8.58 | nan | -31.11 | -23.92 | -31.11 | 52.53 | nan |
Max Pos Return (%) | 26.71 | 30.82 | -6.47 | -41.00 | 52.53 | -35.95 | 33.88 | -5.46 | 8.58 | 0.00 | -31.11 | -23.92 | 0.00 | 52.53 | 0.72 |
Max Neg Return (%) | 26.71 | 30.82 | -6.47 | -41.00 | 52.53 | -35.95 | 33.88 | -5.46 | 8.58 | 0.00 | -31.11 | -23.92 | 0.00 | 52.53 | 0.72 |
Pos Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | nan | 100 | 100 | 100 | 100 | nan |