Volatility | KlickAnalytics

Volatility Analysis

22.78 -0.04(-0.19%)09/27/2024
Oxford Lane Capital Corp (OXLCO)

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For the given dates, OXLCO current volatility is at 11.33%.

The 1-Month historical standard deviation is at 0.09.

Historical Standard Deviation

Period	Value
1 Week	0.08
20 Days	0.10
1 Month	0.09
3 Months	0.15
100 Days	0.15
6 Months	0.25
9 Months	0.25
Year-to-date	0.25
1 Year	0.43
3 Years	1.05

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	-50.79	-17.01	-11.31	42.78	-45.46	82.79	-27.83	-49.52	199.92				-50.79	199.92	13.73
2023											33.51	-10.15	-10.15	33.51	11.68
Summary
Avg Returns (%)	-50.79	-17.01	-11.31	42.78	-45.46	82.79	-27.83	-49.52	199.92	nan	33.51	-10.15	-10.15	199.92	nan
Max Pos Return (%)	-50.79	-17.01	-11.31	42.78	-45.46	82.79	-27.83	-49.52	199.92	0.00	33.51	-10.15	0.00	199.92	12.24
Max Neg Return (%)	-50.79	-17.01	-11.31	42.78	-45.46	82.79	-27.83	-49.52	199.92	0.00	33.51	-10.15	0.00	199.92	12.24
Pos Occurences (%)	0	0	0	100	0	100	0	0	100	nan	100	0	0	100	nan
Neg Occurences (%)	100	100	100	0	100	0	100	100	0	nan	0	100	0	100	nan