Volatility Analysis

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Volatility: 
Days Factor: 
13.75 0.17(1.25%)09/13/2024
Easterly Government Properties Inc (DEA)
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  • For the given dates, DEA current volatility is at 20.00%.
  • The 1-Month historical standard deviation is at 0.15.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.19
    20 Days0.16
    1 Month0.15
    3 Months 0.58
    100 Days 0.65
    6 Months 0.88
    9 Months 0.87
    Year-to-date0.84
    1 Year0.96
    3 Years2.61
    5 Years2.90
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202426.7130.82-6.47-41.0052.53-35.9533.88-5.468.58   -41.0052.537.07
    2023          -31.11-23.92-31.11-23.92-27.52
    Summary
    Avg Returns (%)26.7130.82-6.47-41.0052.53-35.9533.88-5.468.58nan-31.11-23.92-31.1152.53nan
    Max Pos Return (%)26.7130.82-6.47-41.0052.53-35.9533.88-5.468.580.00-31.11-23.920.0052.530.72
    Max Neg Return (%)26.7130.82-6.47-41.0052.53-35.9533.88-5.468.580.00-31.11-23.920.0052.530.72
    Pos Occurences (%)1001000010001000100nan000100nan
    Neg Occurences (%)00100100010001000nan100100100100nan