Volatility Analysis

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Volatility: 
Days Factor: 
37.66 0.26(0.68%)09/13/2024
LTC Properties, Inc. (LTC)
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  • For the given dates, LTC current volatility is at 11.89%.
  • The 1-Month historical standard deviation is at 0.57.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.41
    20 Days0.40
    1 Month0.57
    3 Months 1.24
    100 Days 1.28
    6 Months 1.78
    9 Months 1.90
    Year-to-date1.95
    1 Year1.82
    3 Years2.69
    5 Years3.28
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202433.37-14.41-27.39-14.5377.657.1097.51-57.59-20.55   -57.5997.519.02
    2023         -15.56-61.4864.10-61.4864.10-4.31
    Summary
    Avg Returns (%)33.37-14.41-27.39-14.5377.657.1097.51-57.59-20.55-15.56-61.4864.10-61.4897.515.69
    Max Pos Return (%)33.37-14.41-27.39-14.5377.657.1097.51-57.59-20.55-15.56-61.4864.10-61.4897.515.69
    Max Neg Return (%)33.37-14.41-27.39-14.5377.657.1097.51-57.59-20.55-15.56-61.4864.10-61.4897.515.69
    Pos Occurences (%)1000001001001000000100010042
    Neg Occurences (%)01001001000001001001001000010058