Volatility Analysis
20.19 -0.23(-1.13%)09/16/2024
UMH Properties Inc (UMH)
For the given dates, UMH current volatility is at 18.32%.
The 1-Month historical standard deviation is at 0.34.
UMH Properties Inc (UMH)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.31 |
| 20 Days | 0.37 |
| 1 Month | 0.34 |
| 3 Months | 1.54 |
| 100 Days | 1.65 |
| 6 Months | 1.64 |
| 9 Months | 1.57 |
| Year-to-date | 1.59 |
| 1 Year | 1.64 |
| 3 Years | 3.37 |
| 5 Years | 3.85 |
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 | 64.56 | 45.96 | -43.36 | -57.15 | 145.48 | -17.78 | -25.45 | -10.81 | 44.19 | -57.15 | 145.48 | 16.18 | |||
| 2023 | -33.69 | 22.16 | -33.69 | 22.16 | -5.77 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 64.56 | 45.96 | -43.36 | -57.15 | 145.48 | -17.78 | -25.45 | -10.81 | 44.19 | nan | -33.69 | 22.16 | -33.69 | 145.48 | nan |
| Max Pos Return (%) | 64.56 | 45.96 | -43.36 | -57.15 | 145.48 | -17.78 | -25.45 | -10.81 | 44.19 | 0.00 | -33.69 | 22.16 | 0.00 | 145.48 | 11.18 |
| Max Neg Return (%) | 64.56 | 45.96 | -43.36 | -57.15 | 145.48 | -17.78 | -25.45 | -10.81 | 44.19 | 0.00 | -33.69 | 22.16 | 0.00 | 145.48 | 11.18 |
| Pos Occurences (%) | 100 | 100 | 0 | 0 | 100 | 0 | 0 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 0 | 100 | 100 | 0 | 100 | 100 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |