Volatility | KlickAnalytics

Volatility Analysis

2.60 0.11(4.22%)09/13/2024
Lument Finance Trust Inc (LFT)

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For the given dates, LFT current volatility is at 21.77%.

The 1-Month historical standard deviation is at 0.04.

Historical Standard Deviation

Period	Value
1 Week	0.02
20 Days	0.01
1 Month	0.04
3 Months	0.08
100 Days	0.07
6 Months	0.10
9 Months	0.12
Year-to-date	0.11
1 Year	0.19
3 Years	0.49
5 Years	0.56

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	2.41	-18.23	52.65	-10.64	-41.89	41.27	13.35	-0.76	-22.54				-41.89	52.65	1.74
2023										-59.18	42.92	7.51	-59.18	42.92	-2.92
Summary
Avg Returns (%)	2.41	-18.23	52.65	-10.64	-41.89	41.27	13.35	-0.76	-22.54	-59.18	42.92	7.51	-59.18	52.65	0.57
Max Pos Return (%)	2.41	-18.23	52.65	-10.64	-41.89	41.27	13.35	-0.76	-22.54	-59.18	42.92	7.51	-59.18	52.65	0.57
Max Neg Return (%)	2.41	-18.23	52.65	-10.64	-41.89	41.27	13.35	-0.76	-22.54	-59.18	42.92	7.51	-59.18	52.65	0.57
Pos Occurences (%)	100	0	100	0	0	100	100	0	0	0	100	100	0	100	50
Neg Occurences (%)	0	100	0	100	100	0	0	100	100	100	0	0	0	100	50