Volatility Analysis

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Volatility: 
Days Factor: 
5.40 -0.03(-0.46%)06/27/2024
Oxford Lane Capital Corp (OXLC)
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  • For the given dates, OXLC current volatility is at 13.66%.
  • The 1-Month historical standard deviation is at 0.09.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.03
    20 Days0.10
    1 Month0.09
    3 Months 0.21
    100 Days 0.21
    6 Months 0.18
    9 Months 0.20
    Year-to-date0.18
    1 Year0.20
    3 Years0.72
    5 Years1.10
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202450.09-57.5733.02-20.52221.00-35.21      -57.57221.0031.80
    2023       -39.05-3.19221.11-72.94-1.61-72.94221.1120.86
    Summary
    Avg Returns (%)50.09-57.5733.02-20.52221.00-35.21nan-39.05-3.19221.11-72.94-1.61-72.94221.11nan
    Max Pos Return (%)50.09-57.5733.02-20.52221.00-35.210.00-39.05-3.19221.11-72.94-1.610.00221.1124.59
    Max Neg Return (%)50.09-57.5733.02-20.52221.00-35.210.00-39.05-3.19221.11-72.94-1.610.00221.1124.59
    Pos Occurences (%)100010001000nan00100000100nan
    Neg Occurences (%)010001000100nan10010001001000100nan