Volatility Analysis

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Volatility: 
Days Factor: 
16.03 0.31(1.97%)09/13/2024
Gladstone Commercial Corp (GOOD)
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  • For the given dates, GOOD current volatility is at 14.59%.
  • The 1-Month historical standard deviation is at 0.41.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.31
    20 Days0.26
    1 Month0.41
    3 Months 0.48
    100 Days 0.47
    6 Months 0.69
    9 Months 0.84
    Year-to-date0.85
    1 Year1.01
    3 Years2.82
    5 Years2.64
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-49.1298.19-39.65-22.0652.08-20.8448.18-44.4212.14   -49.1298.193.83
    2023          24.5116.5816.5824.5120.55
    Summary
    Avg Returns (%)-49.1298.19-39.65-22.0652.08-20.8448.18-44.4212.14nan24.5116.5816.5898.19nan
    Max Pos Return (%)-49.1298.19-39.65-22.0652.08-20.8448.18-44.4212.140.0024.5116.580.0098.196.30
    Max Neg Return (%)-49.1298.19-39.65-22.0652.08-20.8448.18-44.4212.140.0024.5116.580.0098.196.30
    Pos Occurences (%)01000010001000100nan100100100100nan
    Neg Occurences (%)1000100100010001000nan000100nan