Volatility Analysis
14.02 0.19(1.34%)09/13/2024
Two Harbors Investment Corp (TWO)
For the given dates, TWO current volatility is at 14.66%.
The 1-Month historical standard deviation is at 0.21.
Two Harbors Investment Corp (TWO)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.12 |
| 20 Days | 0.14 |
| 1 Month | 0.21 |
| 3 Months | 0.37 |
| 100 Days | 0.39 |
| 6 Months | 0.56 |
| 9 Months | 0.59 |
| Year-to-date | 0.55 |
| 1 Year | 0.80 |
| 3 Years | 3.25 |
| 5 Years | 8.26 |
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 | 151.88 | -44.77 | -17.27 | -7.43 | 39.92 | -52.58 | 117.43 | -50.95 | 33.11 | -52.58 | 151.88 | 18.82 | |||
| 2023 | 231.92 | -84.54 | 8.76 | -84.54 | 231.92 | 52.05 | |||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 151.88 | -44.77 | -17.27 | -7.43 | 39.92 | -52.58 | 117.43 | -50.95 | 33.11 | 231.92 | -84.54 | 8.76 | -84.54 | 231.92 | 27.12 |
| Max Pos Return (%) | 151.88 | -44.77 | -17.27 | -7.43 | 39.92 | -52.58 | 117.43 | -50.95 | 33.11 | 231.92 | -84.54 | 8.76 | -84.54 | 231.92 | 27.12 |
| Max Neg Return (%) | 151.88 | -44.77 | -17.27 | -7.43 | 39.92 | -52.58 | 117.43 | -50.95 | 33.11 | 231.92 | -84.54 | 8.76 | -84.54 | 231.92 | 27.12 |
| Pos Occurences (%) | 100 | 0 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 50 |
| Neg Occurences (%) | 0 | 100 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 50 |