Volatility Analysis
5.40 -0.03(-0.46%)06/27/2024
Oxford Lane Capital Corp (OXLC)
For the given dates, OXLC current volatility is at 13.66%.
The 1-Month historical standard deviation is at 0.09.
Oxford Lane Capital Corp (OXLC)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.03 |
20 Days | 0.10 |
1 Month | 0.09 |
3 Months | 0.21 |
100 Days | 0.21 |
6 Months | 0.18 |
9 Months | 0.20 |
Year-to-date | 0.18 |
1 Year | 0.20 |
3 Years | 0.72 |
5 Years | 1.10 |
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 | 50.09 | -57.57 | 33.02 | -20.52 | 221.00 | -35.21 | -57.57 | 221.00 | 31.80 | ||||||
2023 | -39.05 | -3.19 | 221.11 | -72.94 | -1.61 | -72.94 | 221.11 | 20.86 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 50.09 | -57.57 | 33.02 | -20.52 | 221.00 | -35.21 | nan | -39.05 | -3.19 | 221.11 | -72.94 | -1.61 | -72.94 | 221.11 | nan |
Max Pos Return (%) | 50.09 | -57.57 | 33.02 | -20.52 | 221.00 | -35.21 | 0.00 | -39.05 | -3.19 | 221.11 | -72.94 | -1.61 | 0.00 | 221.11 | 24.59 |
Max Neg Return (%) | 50.09 | -57.57 | 33.02 | -20.52 | 221.00 | -35.21 | 0.00 | -39.05 | -3.19 | 221.11 | -72.94 | -1.61 | 0.00 | 221.11 | 24.59 |
Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | nan | 0 | 0 | 100 | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | nan | 100 | 100 | 0 | 100 | 100 | 0 | 100 | nan |