Volatility Analysis
13.33 0.03(0.19%)09/16/2024
Ellington Financial Inc (EFC)
For the given dates, EFC current volatility is at 11.41%.
The 1-Month historical standard deviation is at 0.09.
Ellington Financial Inc (EFC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.09 |
| 20 Days | 0.09 |
| 1 Month | 0.09 |
| 3 Months | 0.43 |
| 100 Days | 0.46 |
| 6 Months | 0.65 |
| 9 Months | 0.64 |
| Year-to-date | 0.63 |
| 1 Year | 0.61 |
| 3 Years | 1.54 |
| 5 Years | 2.29 |
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 | 88.32 | 106.43 | -59.36 | -7.70 | -0.66 | -56.95 | 217.31 | -54.46 | 9.42 | -59.36 | 217.31 | 26.93 | |||
| 2023 | -58.07 | 13.86 | -58.07 | 13.86 | -22.11 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 88.32 | 106.43 | -59.36 | -7.70 | -0.66 | -56.95 | 217.31 | -54.46 | 9.42 | nan | -58.07 | 13.86 | -58.07 | 217.31 | nan |
| Max Pos Return (%) | 88.32 | 106.43 | -59.36 | -7.70 | -0.66 | -56.95 | 217.31 | -54.46 | 9.42 | 0.00 | -58.07 | 13.86 | 0.00 | 217.31 | 16.51 |
| Max Neg Return (%) | 88.32 | 106.43 | -59.36 | -7.70 | -0.66 | -56.95 | 217.31 | -54.46 | 9.42 | 0.00 | -58.07 | 13.86 | 0.00 | 217.31 | 16.51 |
| Pos Occurences (%) | 100 | 100 | 0 | 0 | 0 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 100 | 100 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |