Volatility Analysis
23.73 0.08(0.34%)05/20/2024
New York Mortgage Trust Inc (NYMTM)
For the given dates, NYMTM current volatility is at 6.07%.
The 1-Month historical standard deviation is at 0.24.
New York Mortgage Trust Inc (NYMTM)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.12 |
| 20 Days | 0.25 |
| 1 Month | 0.24 |
| 3 Months | 0.23 |
| 100 Days | 0.23 |
| 6 Months | 0.47 |
| 9 Months | 0.68 |
| Year-to-date | 0.22 |
| 1 Year | 1.03 |
| 3 Years | 1.49 |
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 | -5.71 | -28.22 | 33.40 | -16.75 | -35.28 | -35.28 | 33.40 | -10.51 | |||||||
| 2023 | 168.39 | -36.34 | 68.03 | -49.44 | 86.48 | -27.75 | -49.44 | 168.39 | 34.90 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -5.71 | -28.22 | 33.40 | -16.75 | -35.28 | nan | 168.39 | -36.34 | 68.03 | -49.44 | 86.48 | -27.75 | -49.44 | 168.39 | nan |
| Max Pos Return (%) | -5.71 | -28.22 | 33.40 | -16.75 | -35.28 | 0.00 | 168.39 | -36.34 | 68.03 | -49.44 | 86.48 | -27.75 | 0.00 | 168.39 | 13.07 |
| Max Neg Return (%) | -5.71 | -28.22 | 33.40 | -16.75 | -35.28 | 0.00 | 168.39 | -36.34 | 68.03 | -49.44 | 86.48 | -27.75 | 0.00 | 168.39 | 13.07 |
| Pos Occurences (%) | 0 | 0 | 100 | 0 | 0 | nan | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 0 | 100 | 100 | nan | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 100 | nan |