Volatility Analysis
24.74 0.08(0.32%)09/06/2024
PennyMac Mortgage Investment Trust (PMT-PA)
For the given dates, PMT-PA current volatility is at 5.24%.
The 1-Month historical standard deviation is at 0.22.
PennyMac Mortgage Investment Trust (PMT-PA)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.25 |
| 20 Days | 0.19 |
| 1 Month | 0.22 |
| 3 Months | 1.00 |
| 100 Days | 1.10 |
| 6 Months | 1.09 |
| 9 Months | 0.99 |
| Year-to-date | 0.22 |
| 1 Year | 1.08 |
| 3 Years | 1.65 |
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 | 44.12 | -21.64 | 24.75 | -36.07 | 10.48 | 47.26 | -53.92 | -31.90 | -6.05 | -53.92 | 47.26 | -2.55 | |||
| 2023 | 7.54 | -16.52 | -27.83 | -27.83 | 7.54 | -12.27 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 44.12 | -21.64 | 24.75 | -36.07 | 10.48 | 47.26 | -53.92 | -31.90 | -6.05 | 7.54 | -16.52 | -27.83 | -53.92 | 47.26 | -4.98 |
| Max Pos Return (%) | 44.12 | -21.64 | 24.75 | -36.07 | 10.48 | 47.26 | -53.92 | -31.90 | -6.05 | 7.54 | -16.52 | -27.83 | -53.92 | 47.26 | -4.98 |
| Max Neg Return (%) | 44.12 | -21.64 | 24.75 | -36.07 | 10.48 | 47.26 | -53.92 | -31.90 | -6.05 | 7.54 | -16.52 | -27.83 | -53.92 | 47.26 | -4.98 |
| Pos Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | 42 |
| Neg Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 58 |