Volatility Analysis

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Volatility: 
Days Factor: 
23.02 0.02(0.09%)09/13/2024
Gladstone Commercial Corp (GOODN)
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  • For the given dates, GOODN current volatility is at 6.59%.
  • The 1-Month historical standard deviation is at 0.17.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.13
    20 Days0.09
    1 Month0.17
    3 Months 0.68
    100 Days 0.67
    6 Months 0.68
    9 Months 0.92
    Year-to-date0.82
    1 Year1.20
    3 Years2.27
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-33.997.24150.4132.54-67.9814.03-69.42157.05-35.72   -69.42157.0517.13
    2023          50.494.514.5150.4927.50
    Summary
    Avg Returns (%)-33.997.24150.4132.54-67.9814.03-69.42157.05-35.72nan50.494.514.51157.05nan
    Max Pos Return (%)-33.997.24150.4132.54-67.9814.03-69.42157.05-35.720.0050.494.510.00157.0517.43
    Max Neg Return (%)-33.997.24150.4132.54-67.9814.03-69.42157.05-35.720.0050.494.510.00157.0517.43
    Pos Occurences (%)0100100100010001000nan100100100100nan
    Neg Occurences (%)10000010001000100nan000100nan