Volatility Analysis

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Volatility: 
Days Factor: 
16.06 -0.00(-0.02%)07/05/2024
Eagle Point Income Company Inc (EIC)
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  • For the given dates, EIC current volatility is at 6.63%.
  • The 1-Month historical standard deviation is at 0.16.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.13
    20 Days0.14
    1 Month0.16
    3 Months 0.31
    100 Days 0.33
    6 Months 0.37
    9 Months 0.80
    Year-to-date0.40
    1 Year0.94
    3 Years1.39
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024140.020.372.44-39.38-52.7934.438.39     -52.79140.0213.35
    2023       -45.0014.1281.77-78.2680.80-78.2681.7710.69
    Summary
    Avg Returns (%)140.020.372.44-39.38-52.7934.438.39-45.0014.1281.77-78.2680.80-78.26140.0212.24
    Max Pos Return (%)140.020.372.44-39.38-52.7934.438.39-45.0014.1281.77-78.2680.80-78.26140.0212.24
    Max Neg Return (%)140.020.372.44-39.38-52.7934.438.39-45.0014.1281.77-78.2680.80-78.26140.0212.24
    Pos Occurences (%)1001001000010010001001000100010067
    Neg Occurences (%)00010010000100001000010033