Volatility Analysis
8.33 0.01(0.12%)09/16/2024
Orchid Island Capital Inc (ORC)
For the given dates, ORC current volatility is at 7.23%.
The 1-Month historical standard deviation is at 0.06.
Orchid Island Capital Inc (ORC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 0.07 |
| 20 Days | 0.06 |
| 1 Month | 0.06 |
| 3 Months | 0.22 |
| 100 Days | 0.21 |
| 6 Months | 0.25 |
| 9 Months | 0.24 |
| Year-to-date | 0.25 |
| 1 Year | 0.62 |
| 3 Years | 3.94 |
| 5 Years | 4.92 |
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 | 36.03 | -20.47 | -34.03 | 93.50 | -54.50 | -48.51 | 137.41 | -46.38 | -34.69 | -54.50 | 137.41 | 3.15 | |||
| 2023 | -59.90 | 38.37 | -59.90 | 38.37 | -10.77 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 36.03 | -20.47 | -34.03 | 93.50 | -54.50 | -48.51 | 137.41 | -46.38 | -34.69 | nan | -59.90 | 38.37 | -59.90 | 137.41 | nan |
| Max Pos Return (%) | 36.03 | -20.47 | -34.03 | 93.50 | -54.50 | -48.51 | 137.41 | -46.38 | -34.69 | 0.00 | -59.90 | 38.37 | 0.00 | 137.41 | 0.57 |
| Max Neg Return (%) | 36.03 | -20.47 | -34.03 | 93.50 | -54.50 | -48.51 | 137.41 | -46.38 | -34.69 | 0.00 | -59.90 | 38.37 | 0.00 | 137.41 | 0.57 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |