Volatility Analysis

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Volatility: 
Days Factor: 
40.83 0.21(0.51%)09/16/2024
Omega Healthcare Investors, Inc. (OHI)
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  • For the given dates, OHI current volatility is at 9.58%.
  • The 1-Month historical standard deviation is at 1.03.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.37
    20 Days0.52
    1 Month1.03
    3 Months 2.46
    100 Days 2.66
    6 Months 3.24
    9 Months 3.16
    Year-to-date3.23
    1 Year2.78
    3 Years3.03
    5 Years3.50
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202431.99-33.997.5017.1164.79-51.4648.69-64.0550.45   -64.0564.797.89
    2023          -20.22-16.06-20.22-16.06-18.14
    Summary
    Avg Returns (%)31.99-33.997.5017.1164.79-51.4648.69-64.0550.45nan-20.22-16.06-20.2264.79nan
    Max Pos Return (%)31.99-33.997.5017.1164.79-51.4648.69-64.0550.450.00-20.22-16.060.0064.792.90
    Max Neg Return (%)31.99-33.997.5017.1164.79-51.4648.69-64.0550.450.00-20.22-16.060.0064.792.90
    Pos Occurences (%)100010010010001000100nan000100nan
    Neg Occurences (%)010000010001000nan100100100100nan