10-day Volatility
11.09%
+0.04%+0.36%
27 November 2024
1-month Volatility
18.05%
+0.18%+1.01%
27 November 2024
3-month Volatility
14.57%
+0.22%+1.53%
27 November 2024
1-year Volatility
20.62%
+0.05%+0.24%
27 November 2024
Summary:
Ellington Financial stock 10-day historical volatility is 11.09%, with the most recent change of +0.04% (+0.36%) on 27 November 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 | +0.4% | +1.0% | +1.5% | +0.2% |
| 1 m1 month | -22.5% | +26.8% | -15.0% | -4.0% |
| 3 m3 months | -6.9% | -24.1% | -26.4% | -9.5% |
| 6 m6 months | -36.6% | +15.0% | -34.6% | -10.0% |
| ytdytd | -9.2% | +49.0% | -33.1% | -12.9% |
| 1 y1 year | -55.5% | -33.9% | -40.0% | -18.3% |
| 5 y5 years | -40.3% | +19.9% | +45.3% | +49.3% |
EFC Volatility High & Low
| PeriodPeriod | HighHigh | Current vs highvs high | LowLow | Current vs lowvs low | |
|---|---|---|---|---|---|
| 1 m | 1 month | 24.70% | -55.1% | 9.56% | -13.8% |
| 3 m | 3 months | 24.70% | -55.1% | 7.63% | -31.2% |
| 6 m | 6 months | 33.22% | -66.6% | 7.63% | -31.2% |
| 1 y | 1 year | 47.46% | -76.6% | 7.63% | -31.2% |
| 3 y | 3 years | 81.69% | -86.4% | 6.62% | -40.3% |
| 5 y | 5 years | 446.87% | -97.5% | 4.18% | -62.3% |
| alltime | all time | 446.87% | -97.5% | 2.86% | -74.2% |
Ellington Financial Stock Volatility History
| Date | Value |
|---|---|
| 2024 | 11.09%(-9.2%) |
| 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 11.09%
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 -1.12% (-9.17%) 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 -13.81% (-55.46%)