Volatility Analysis
24.36 0.01(0.04%)09/13/2024
Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock (OXLCN)
For the given dates, OXLCN current volatility is at 8.33%.
The 1-Month historical standard deviation is at 0.26.
Oxford Lane Capital Corp. 7.125% Series 2029 Term Preferred Stock (OXLCN)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.08 |
20 Days | 0.14 |
1 Month | 0.26 |
3 Months | 0.44 |
100 Days | 0.46 |
6 Months | 0.40 |
9 Months | 0.36 |
Year-to-date | 0.14 |
1 Year | 0.37 |
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 | 22.99 | 39.36 | -77.00 | 100.44 | -8.02 | 76.15 | -50.64 | 14.10 | 56.89 | -77.00 | 100.44 | 19.36 | |||
2023 | -13.97 | -50.91 | -50.91 | -13.97 | -32.44 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 22.99 | 39.36 | -77.00 | 100.44 | -8.02 | 76.15 | -50.64 | 14.10 | 56.89 | nan | -13.97 | -50.91 | -50.91 | 100.44 | nan |
Max Pos Return (%) | 22.99 | 39.36 | -77.00 | 100.44 | -8.02 | 76.15 | -50.64 | 14.10 | 56.89 | 0.00 | -13.97 | -50.91 | 0.00 | 100.44 | 9.12 |
Max Neg Return (%) | 22.99 | 39.36 | -77.00 | 100.44 | -8.02 | 76.15 | -50.64 | 14.10 | 56.89 | 0.00 | -13.97 | -50.91 | 0.00 | 100.44 | 9.12 |
Pos Occurences (%) | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | nan | 100 | 100 | 100 | 100 | nan |