Volatility Analysis
16.03 0.31(1.97%)09/13/2024
Gladstone Commercial Corp (GOOD)
For the given dates, GOOD current volatility is at 14.59%.
The 1-Month historical standard deviation is at 0.41.
Gladstone Commercial Corp (GOOD)
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Historical Standard Deviation
Period | Value |
1 Week | 0.31 |
20 Days | 0.26 |
1 Month | 0.41 |
3 Months | 0.48 |
100 Days | 0.47 |
6 Months | 0.69 |
9 Months | 0.84 |
Year-to-date | 0.85 |
1 Year | 1.01 |
3 Years | 2.82 |
5 Years | 2.64 |
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 | -49.12 | 98.19 | -39.65 | -22.06 | 52.08 | -20.84 | 48.18 | -44.42 | 12.14 | -49.12 | 98.19 | 3.83 | |||
2023 | 24.51 | 16.58 | 16.58 | 24.51 | 20.55 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | -49.12 | 98.19 | -39.65 | -22.06 | 52.08 | -20.84 | 48.18 | -44.42 | 12.14 | nan | 24.51 | 16.58 | 16.58 | 98.19 | nan |
Max Pos Return (%) | -49.12 | 98.19 | -39.65 | -22.06 | 52.08 | -20.84 | 48.18 | -44.42 | 12.14 | 0.00 | 24.51 | 16.58 | 0.00 | 98.19 | 6.30 |
Max Neg Return (%) | -49.12 | 98.19 | -39.65 | -22.06 | 52.08 | -20.84 | 48.18 | -44.42 | 12.14 | 0.00 | 24.51 | 16.58 | 0.00 | 98.19 | 6.30 |
Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan | 100 | 100 | 100 | 100 | nan |
Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | nan | 0 | 0 | 0 | 100 | nan |