Volatility Analysis
23.23 -0.16(-0.66%)10/04/2024
Eagle Point Credit Company Inc (ECCC)
For the given dates, ECCC current volatility is at 6.89%.
The 1-Month historical standard deviation is at 0.29.
Eagle Point Credit Company Inc (ECCC)
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Historical Standard Deviation
Period | Value |
1 Week | 0.10 |
20 Days | 0.19 |
1 Month | 0.29 |
3 Months | 0.37 |
100 Days | 0.37 |
6 Months | 0.39 |
9 Months | 0.41 |
Year-to-date | 0.42 |
1 Year | 0.66 |
3 Years | 10.21 |
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 | 15.63 | -73.42 | 110.82 | -18.21 | 105.63 | -37.27 | 152.64 | -39.11 | 14.39 | -5.88 | -73.42 | 152.64 | 22.52 | ||
2023 | -42.07 | -18.03 | -42.07 | -18.03 | -30.05 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 15.63 | -73.42 | 110.82 | -18.21 | 105.63 | -37.27 | 152.64 | -39.11 | 14.39 | -5.88 | -42.07 | -18.03 | -73.42 | 152.64 | 13.76 |
Max Pos Return (%) | 15.63 | -73.42 | 110.82 | -18.21 | 105.63 | -37.27 | 152.64 | -39.11 | 14.39 | -5.88 | -42.07 | -18.03 | -73.42 | 152.64 | 13.76 |
Max Neg Return (%) | 15.63 | -73.42 | 110.82 | -18.21 | 105.63 | -37.27 | 152.64 | -39.11 | 14.39 | -5.88 | -42.07 | -18.03 | -73.42 | 152.64 | 13.76 |
Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 42 |
Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 58 |