Volatility Analysis

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Volatility: 
Days Factor: 
8.58 -0.11(-1.27%)07/03/2024
TPG RE Finance Trust Inc (TRTX)
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  • For the given dates, TRTX current volatility is at 26.60%.
  • The 1-Month historical standard deviation is at 0.13.



    • Historical Standard Deviation
    PeriodValue
    1 Week0.09
    20 Days0.13
    1 Month0.13
    3 Months 0.51
    100 Days 0.51
    6 Months 1.03
    9 Months 1.11
    Year-to-date1.03
    1 Year0.98
    3 Years1.99
    5 Years2.47
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-33.50102.21-63.9925.92-25.84-0.411.34     -63.99102.210.82
    2023       -12.69109.09-20.812.6359.16-20.81109.0927.48
    Summary
    Avg Returns (%)-33.50102.21-63.9925.92-25.84-0.411.34-12.69109.09-20.812.6359.16-63.99109.0911.93
    Max Pos Return (%)-33.50102.21-63.9925.92-25.84-0.411.34-12.69109.09-20.812.6359.16-63.99109.0911.93
    Max Neg Return (%)-33.50102.21-63.9925.92-25.84-0.411.34-12.69109.09-20.812.6359.16-63.99109.0911.93
    Pos Occurences (%)010001000010001000100100010050
    Neg Occurences (%)100010001001000100010000010050