Volatility Analysis
40.83 0.21(0.51%)09/16/2024
Omega Healthcare Investors, Inc. (OHI)
For the given dates, OHI current volatility is at 9.58%.
The 1-Month historical standard deviation is at 1.03.
Omega Healthcare Investors, Inc. (OHI)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.37 |
20 Days | 0.52 |
1 Month | 1.03 |
3 Months | 2.46 |
100 Days | 2.66 |
6 Months | 3.24 |
9 Months | 3.16 |
Year-to-date | 3.23 |
1 Year | 2.78 |
3 Years | 3.03 |
5 Years | 3.50 |
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 | 31.99 | -33.99 | 7.50 | 17.11 | 64.79 | -51.46 | 48.69 | -64.05 | 50.45 | -64.05 | 64.79 | 7.89 | |||
2023 | -20.22 | -16.06 | -20.22 | -16.06 | -18.14 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 31.99 | -33.99 | 7.50 | 17.11 | 64.79 | -51.46 | 48.69 | -64.05 | 50.45 | nan | -20.22 | -16.06 | -20.22 | 64.79 | nan |
Max Pos Return (%) | 31.99 | -33.99 | 7.50 | 17.11 | 64.79 | -51.46 | 48.69 | -64.05 | 50.45 | 0.00 | -20.22 | -16.06 | 0.00 | 64.79 | 2.90 |
Max Neg Return (%) | 31.99 | -33.99 | 7.50 | 17.11 | 64.79 | -51.46 | 48.69 | -64.05 | 50.45 | 0.00 | -20.22 | -16.06 | 0.00 | 64.79 | 2.90 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | nan | 100 | 100 | 100 | 100 | nan |