Volatility Analysis

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Volatility: 
Days Factor: 
23.23 -0.16(-0.66%)10/04/2024
Eagle Point Credit Company Inc (ECCC)
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  • For the given dates, ECCC current volatility is at 6.89%.
  • The 1-Month historical standard deviation is at 0.29.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.10
    20 Days0.19
    1 Month0.29
    3 Months 0.37
    100 Days 0.37
    6 Months 0.39
    9 Months 0.41
    Year-to-date0.42
    1 Year0.66
    3 Years10.21
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202415.63-73.42110.82-18.21105.63-37.27152.64-39.1114.39-5.88  -73.42152.6422.52
    2023          -42.07-18.03-42.07-18.03-30.05
    Summary
    Avg Returns (%)15.63-73.42110.82-18.21105.63-37.27152.64-39.1114.39-5.88-42.07-18.03-73.42152.6413.76
    Max Pos Return (%)15.63-73.42110.82-18.21105.63-37.27152.64-39.1114.39-5.88-42.07-18.03-73.42152.6413.76
    Max Neg Return (%)15.63-73.42110.82-18.21105.63-37.27152.64-39.1114.39-5.88-42.07-18.03-73.42152.6413.76
    Pos Occurences (%)1000100010001000100000010042
    Neg Occurences (%)01000100010001000100100100010058