Volatility Analysis

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Volatility: 
Days Factor: 
15.81 -0.07(-0.47%)10/04/2024
Healthcare Trust Inc. 7.125% Series B Cumulative Redeemable Perpetual Preferred Stock (HTIBP)
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  • For the given dates, HTIBP current volatility is at 21.71%.
  • The 1-Month historical standard deviation is at 0.48.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.10
    20 Days0.50
    1 Month0.48
    3 Months 0.89
    100 Days 1.14
    6 Months 2.24
    9 Months 2.13
    Year-to-date0.50
    1 Year2.56
    3 Years22.07
    5 Years17.32
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-56.6840.44-23.6644.18-47.624.2653.36-60.7248.1341.35  -60.7253.364.30
    2023          -65.897.21-65.897.21-29.34
    Summary
    Avg Returns (%)-56.6840.44-23.6644.18-47.624.2653.36-60.7248.1341.35-65.897.21-65.8953.36-1.30
    Max Pos Return (%)-56.6840.44-23.6644.18-47.624.2653.36-60.7248.1341.35-65.897.21-65.8953.36-1.30
    Max Neg Return (%)-56.6840.44-23.6644.18-47.624.2653.36-60.7248.1341.35-65.897.21-65.8953.36-1.30
    Pos Occurences (%)01000100010010001001000100010058
    Neg Occurences (%)1000100010000100001000010042