10-Day
11.59%
Summary
- Current Value
- As of today, EFC 10-day volatility is 11.59%, up +7.02% on
- Value Category
- Based on its current 10-day historical volatility, EFC falls into the very low volatility category
- 1-Year High
- EFC 10-day volatility reached a 1-year high of 54.82% on
- 1-Year Low
- EFC 10-day volatility reached a 1-year low of 6.86% on
10-Day Volatility Chart
Add series to chart1/6
Series
SUGGESTED SERIES
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 11.59% | +7.0% | +30.1% | -18.9% | -12.5% | -14.2% | -45.8% | -47.0% | |
| 1-Month Volatility | 12.29% | +3.5% | -9.5% | -7.7% | +8.6% | -22.4% | -58.0% | -35.7% | |
| 3-Month Volatility | 17.57% | +1.5% | -0.5% | +8.5% | -1.1% | +18.6% | -39.5% | -34.3% | |
| 1-Year Volatility | 21.20% | +0.1% | -0.8% | +2.4% | -0.2% | +3.6% | -36.7% | -82.4% | |
| 14-Day RSI | 62.92 | +10.0% | +33.3% | +5.6% | +40.5% | +3.4% | +4.6% | +8.8% | |
| Beta | 0.56 | 0.0% | -3.5% | -8.2% | 0.0% | -18.8% | -27.3% | -54.8% | |
| ATR | $0.20 | -0.7% | +1.3% | -9.2% | +11.5% | +8.3% | -34.5% | -35.0% | |
| Price | $14.01 | +1.2% | +3.3% | +2.7% | +3.2% | +12.3% | +2.7% | -7.9% | |
| 200-Day SMA | $13.24 | +0.0% | +0.3% | +1.8% | +0.1% | +7.3% | -8.7% | +7.8% | |
| 50-Day SMA | $13.70 | +0.1% | +0.7% | +1.8% | +0.4% | +11.8% | +2.1% | -6.8% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of EFC?
As of today, EFC 10-day volatility is 11.59%
What 10-day volatility category does EFC fall into?
Based on its current 10-day historical volatility, EFC falls into the very low volatility category
What is EFC 10-day volatility 1-year high?
EFC 10-day volatility reached a 1-year high of 54.82% on April 17, 2025
What is EFC 10-day volatility 1-year low?
EFC 10-day volatility reached a 1-year low of 6.86% on September 19, 2025
1-Month
12.29%
Summary
- Current Value
- As of today, EFC 1-month volatility is 12.29%, up +3.54% on
- Value Category
- Based on its current 1-month historical volatility, EFC falls into the very low volatility category
- 1-Year High
- EFC 1-month volatility reached a 1-year high of 42.38% on
- 1-Year Low
- EFC 1-month volatility reached a 1-year low of 9.73% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 12.29% | +3.5% | -9.5% | -7.7% | +8.6% | -22.4% | -58.0% | -35.7% | |
| 10-Day Volatility | 11.59% | +7.0% | +30.1% | -18.9% | -12.5% | -14.2% | -45.8% | -47.0% | |
| 3-Month Volatility | 17.57% | +1.5% | -0.5% | +8.5% | -1.1% | +18.6% | -39.5% | -34.3% | |
| 1-Year Volatility | 21.20% | +0.1% | -0.8% | +2.4% | -0.2% | +3.6% | -36.7% | -82.4% | |
| 14-Day RSI | 62.92 | +10.0% | +33.3% | +5.6% | +40.5% | +3.4% | +4.6% | +8.8% | |
| Beta | 0.56 | 0.0% | -3.5% | -8.2% | 0.0% | -18.8% | -27.3% | -54.8% | |
| ATR | $0.20 | -0.7% | +1.3% | -9.2% | +11.5% | +8.3% | -34.5% | -35.0% | |
| Price | $14.01 | +1.2% | +3.3% | +2.7% | +3.2% | +12.3% | +2.7% | -7.9% | |
| 200-Day SMA | $13.24 | +0.0% | +0.3% | +1.8% | +0.1% | +7.3% | -8.7% | +7.8% | |
| 50-Day SMA | $13.70 | +0.1% | +0.7% | +1.8% | +0.4% | +11.8% | +2.1% | -6.8% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of EFC?
As of today, EFC 1-month volatility is 12.29%
What 1-month volatility category does EFC fall into?
Based on its current 1-month historical volatility, EFC falls into the very low volatility category
What is EFC 1-month volatility 1-year high?
EFC 1-month volatility reached a 1-year high of 42.38% on May 3, 2025
What is EFC 1-month volatility 1-year low?
EFC 1-month volatility reached a 1-year low of 9.73% on September 22, 2025
3-Month
17.57%
Summary
- Current Value
- As of today, EFC 3-month volatility is 17.57%, up +1.50% on
- Value Category
- Based on its current 3-month historical volatility, EFC falls into the low volatility category
- 1-Year High
- EFC 3-month volatility reached a 1-year high of 33.04% on
- 1-Year Low
- EFC 3-month volatility reached a 1-year low of 12.34% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 17.57% | +1.5% | -0.5% | +8.5% | -1.1% | +18.6% | -39.5% | -34.3% | |
| 10-Day Volatility | 11.59% | +7.0% | +30.1% | -18.9% | -12.5% | -14.2% | -45.8% | -47.0% | |
| 1-Month Volatility | 12.29% | +3.5% | -9.5% | -7.7% | +8.6% | -22.4% | -58.0% | -35.7% | |
| 1-Year Volatility | 21.20% | +0.1% | -0.8% | +2.4% | -0.2% | +3.6% | -36.7% | -82.4% | |
| 14-Day RSI | 62.92 | +10.0% | +33.3% | +5.6% | +40.5% | +3.4% | +4.6% | +8.8% | |
| Beta | 0.56 | 0.0% | -3.5% | -8.2% | 0.0% | -18.8% | -27.3% | -54.8% | |
| ATR | $0.20 | -0.7% | +1.3% | -9.2% | +11.5% | +8.3% | -34.5% | -35.0% | |
| Price | $14.01 | +1.2% | +3.3% | +2.7% | +3.2% | +12.3% | +2.7% | -7.9% | |
| 200-Day SMA | $13.24 | +0.0% | +0.3% | +1.8% | +0.1% | +7.3% | -8.7% | +7.8% | |
| 50-Day SMA | $13.70 | +0.1% | +0.7% | +1.8% | +0.4% | +11.8% | +2.1% | -6.8% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of EFC?
As of today, EFC 3-month volatility is 17.57%
What 3-month volatility category does EFC fall into?
Based on its current 3-month historical volatility, EFC falls into the low volatility category
What is EFC 3-month volatility 1-year high?
EFC 3-month volatility reached a 1-year high of 33.04% on May 27, 2025
What is EFC 3-month volatility 1-year low?
EFC 3-month volatility reached a 1-year low of 12.34% on February 12, 2025
1-Year
21.20%
Summary
- Current Value
- As of today, EFC 1-year volatility is 21.20%, up +0.09% on
- Value Category
- Based on its current 1-year historical volatility, EFC falls into the low volatility category
- 1-Year High
- EFC 1-year volatility reached a 1-year high of 21.51% on
- 1-Year Low
- EFC 1-year volatility reached a 1-year low of 17.68% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 21.20% | +0.1% | -0.8% | +2.4% | -0.2% | +3.6% | -36.7% | -82.4% | |
| 10-Day Volatility | 11.59% | +7.0% | +30.1% | -18.9% | -12.5% | -14.2% | -45.8% | -47.0% | |
| 1-Month Volatility | 12.29% | +3.5% | -9.5% | -7.7% | +8.6% | -22.4% | -58.0% | -35.7% | |
| 3-Month Volatility | 17.57% | +1.5% | -0.5% | +8.5% | -1.1% | +18.6% | -39.5% | -34.3% | |
| 1-Year Volatility | 21.20% | +0.1% | -0.8% | +2.4% | -0.2% | +3.6% | -36.7% | -82.4% | |
| 14-Day RSI | 62.92 | +10.0% | +33.3% | +5.6% | +40.5% | +3.4% | +4.6% | +8.8% | |
| Beta | 0.56 | 0.0% | -3.5% | -8.2% | 0.0% | -18.8% | -27.3% | -54.8% | |
| ATR | $0.20 | -0.7% | +1.3% | -9.2% | +11.5% | +8.3% | -34.5% | -35.0% | |
| Price | $14.01 | +1.2% | +3.3% | +2.7% | +3.2% | +12.3% | +2.7% | -7.9% | |
| 200-Day SMA | $13.24 | +0.0% | +0.3% | +1.8% | +0.1% | +7.3% | -8.7% | +7.8% | |
| 50-Day SMA | $13.70 | +0.1% | +0.7% | +1.8% | +0.4% | +11.8% | +2.1% | -6.8% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of EFC?
As of today, EFC 1-year volatility is 21.20%
What 1-year volatility category does EFC fall into?
Based on its current 1-year historical volatility, EFC falls into the low volatility category
What is EFC 1-year volatility 1-year high?
EFC 1-year volatility reached a 1-year high of 21.51% on June 28, 2025
What is EFC 1-year volatility 1-year low?
EFC 1-year volatility reached a 1-year low of 17.68% on February 27, 2025
Data Sources & References
- EFC Official Website www.ellingtonfinancial.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1411342/000162828025044314/0001628280-25-044314-index.htm
- Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1411342/000141134225000015/0001411342-25-000015-index.htm
- EFC Profile on Yahoo Finance finance.yahoo.com/quote/EFC
- EFC Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/efc