Volatility Analysis

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Volatility: 
Days Factor: 
24.36 0.01(0.04%)09/13/2024
Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock (OXLCN)
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  • For the given dates, OXLCN current volatility is at 8.33%.
  • The 1-Month historical standard deviation is at 0.26.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.08
    20 Days0.14
    1 Month0.26
    3 Months 0.44
    100 Days 0.46
    6 Months 0.40
    9 Months 0.36
    Year-to-date0.14
    1 Year0.37
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202422.9939.36-77.00100.44-8.0276.15-50.6414.1056.89   -77.00100.4419.36
    2023          -13.97-50.91-50.91-13.97-32.44
    Summary
    Avg Returns (%)22.9939.36-77.00100.44-8.0276.15-50.6414.1056.89nan-13.97-50.91-50.91100.44nan
    Max Pos Return (%)22.9939.36-77.00100.44-8.0276.15-50.6414.1056.890.00-13.97-50.910.00100.449.12
    Max Neg Return (%)22.9939.36-77.00100.44-8.0276.15-50.6414.1056.890.00-13.97-50.910.00100.449.12
    Pos Occurences (%)100100010001000100100nan000100nan
    Neg Occurences (%)001000100010000nan100100100100nan