Volatility Analysis
8.34 -0.05(-0.60%)09/06/2024
Firm Capital Mortgage Investment Corporation (FCMGF)
For the given dates, FCMGF current volatility is at 15.18%.
The 1-Month historical standard deviation is at 0.12.
Firm Capital Mortgage Investment Corporation (FCMGF)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.05 |
| 20 Days | 0.09 |
| 1 Month | 0.12 |
| 3 Months | 0.12 |
| 100 Days | 0.16 |
| 6 Months | 0.17 |
| 9 Months | 0.30 |
| Year-to-date | 0.22 |
| 1 Year | 0.50 |
| 3 Years | 0.79 |
| 5 Years | 1.10 |
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 | 292.23 | 0.00 | 11.78 | -66.97 | 190.11 | 38.14 | -100.00 | inf | 37.16 | -100.00 | 44.72 | ||||
| 2023 | 10.25 | -13.39 | 80.84 | -13.39 | 80.84 | 25.90 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 292.23 | 0.00 | 11.78 | -66.97 | 190.11 | 38.14 | -100.00 | 0.00 | 37.16 | 10.25 | -13.39 | 80.84 | -100.00 | 292.23 | 40.01 |
| Max Pos Return (%) | 292.23 | 0.00 | 11.78 | -66.97 | 190.11 | 38.14 | -100.00 | 37.16 | 10.25 | -13.39 | 80.84 | -100.00 | 40.01 | ||
| Max Neg Return (%) | 292.23 | 0.00 | 11.78 | -66.97 | 190.11 | 38.14 | -100.00 | 37.16 | 10.25 | -13.39 | 80.84 | -100.00 | 40.01 | ||
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 58 |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 42 |