Volatility Analysis
7.00 0.03(0.36%)09/27/2024
Ellington Residential Mortgage REIT (EARN)
For the given dates, EARN current volatility is at 10.62%.
The 1-Month historical standard deviation is at 0.07.
Ellington Residential Mortgage REIT (EARN)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.04 |
| 20 Days | 0.05 |
| 1 Month | 0.07 |
| 3 Months | 0.11 |
| 100 Days | 0.12 |
| 6 Months | 0.15 |
| 9 Months | 0.43 |
| Year-to-date | 0.43 |
| 1 Year | 0.53 |
| 3 Years | 0.94 |
| 5 Years | 1.18 |
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 | 9.97 | 13.19 | 38.86 | -48.29 | 17.89 | 19.85 | -39.39 | 10.79 | -23.41 | -48.29 | 38.86 | -0.06 | |||
| 2023 | -64.13 | 24.86 | -64.13 | 24.86 | -19.64 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 9.97 | 13.19 | 38.86 | -48.29 | 17.89 | 19.85 | -39.39 | 10.79 | -23.41 | nan | -64.13 | 24.86 | -64.13 | 38.86 | nan |
| Max Pos Return (%) | 9.97 | 13.19 | 38.86 | -48.29 | 17.89 | 19.85 | -39.39 | 10.79 | -23.41 | 0.00 | -64.13 | 24.86 | 0.00 | 38.86 | -3.32 |
| Max Neg Return (%) | 9.97 | 13.19 | 38.86 | -48.29 | 17.89 | 19.85 | -39.39 | 10.79 | -23.41 | 0.00 | -64.13 | 24.86 | 0.00 | 38.86 | -3.32 |
| Pos Occurences (%) | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | nan | 100 | 0 | 0 | 100 | nan |