10-day Volatility
17.46%
-0.37%-2.08%
31 December 2024
1-month Volatility
13.56%
+0.08%+0.59%
31 December 2024
3-month Volatility
14.53%
-0.60%-3.97%
31 December 2024
1-year Volatility
20.68%
-0.05%-0.24%
31 December 2024
Summary:
Ellington Financial stock 10-day historical volatility is 17.46%, with the most recent change of -0.37% (-2.08%) on 31 December 2024.EFC Volatility Chart
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EFC Volatility Performance
| PeriodPeriod | 10-day volatility10-day volatility | 1-month volatility1-month volatility | 3-month volatility3-month volatility | 1-year volatility1-year volatility |
|---|---|---|---|---|
| todaytoday | -2.1% | +0.6% | -4.0% | -0.2% |
| 1 m1 month | +42.9% | -27.4% | -1.4% | 0.0% |
| 3 m3 months | +52.6% | +13.1% | -24.9% | -6.6% |
| 6 m6 months | +118.0% | +8.7% | -17.4% | -6.0% |
| ytdytd | +43.0% | +12.0% | -33.3% | -12.7% |
| 1 y1 year | +43.0% | +9.3% | -33.3% | -12.7% |
| 5 y5 years | +190.5% | +121.2% | +43.3% | +60.4% |
EFC Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 17.83% | -2.1% | 7.73% | -55.7% |
| 3 m | 3 months | 24.70% | -29.3% | 7.63% | -56.3% |
| 6 m | 6 months | 33.22% | -47.4% | 7.63% | -56.3% |
| 1 y | 1 year | 47.46% | -63.2% | 7.63% | -56.3% |
| 3 y | 3 years | 81.69% | -78.6% | 6.62% | -62.1% |
| 5 y | 5 years | 446.87% | -96.1% | 4.45% | -74.5% |
| alltime | all time | 446.87% | -96.1% | 2.86% | -83.6% |
Ellington Financial Stock Volatility History
| Date | Value |
|---|---|
| 2024 | 17.46%(+43.0%) |
| 2023 | 12.21%(-68.1%) |
| 2022 | 38.30%(+6.3%) |
| 2021 | 36.03%(+126.5%) |
| 2020 | 15.91%(+164.7%) |
| 2019 | 6.01%(-74.3%) |
| 2018 | 23.39%(+131.8%) |
| Date | Value |
|---|---|
| 2017 | 10.09%(+208.6%) |
| 2016 | 3.27%(-80.5%) |
| 2015 | 16.80%(-20.0%) |
| 2014 | 20.99%(+95.4%) |
| 2013 | 10.74%(-18.1%) |
| 2012 | 13.12%(+69.5%) |
| 2011 | 7.74%(-20.0%) |
| 2010 | 9.67% |
FAQ
- What is Ellington Financial 10-day historical volatility?
- What is the all time high 10-day volatility for Ellington Financial?
- What is EFC 10-day historical volatility year-to-date change?
- What is Ellington Financial 10-day volatility year-on-year change?
What is Ellington Financial 10-day historical volatility?
The current 10-day volatility of EFC is 17.46%
What is the all time high 10-day volatility for Ellington Financial?
Ellington Financial all-time high 10-day historical volatility is 446.87%
What is EFC 10-day historical volatility year-to-date change?
Ellington Financial 10-day historical volatility has changed by +5.25% (+43.00%) since the beginning of the year
What is Ellington Financial 10-day volatility year-on-year change?
Over the past year, EFC 10-day historical volatility has changed by +5.25% (+43.00%)