10-Day
33.73%
Summary
- Current Value
- As of today, PFSI 10-day volatility is 33.73%, up +141.79% on
- Value Category
- Based on its current 10-day historical volatility, PFSI falls into the moderate volatility category
- 1-Year High
- PFSI 10-day volatility reached a 1-year high of 66.53% on
- 1-Year Low
- PFSI 10-day volatility reached a 1-year low of 13.95% on
10-Day Volatility Chart
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Series
SUGGESTED SERIES
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 10-Day Volatility | 33.73% | +141.8% | +5.4% | +17.8% | +116.1% | +95.5% | +30.8% | -24.6% | |
| 1-Month Volatility | 26.09% | +70.2% | +1.5% | -1.7% | +50.0% | +21.2% | -16.4% | -44.8% | |
| 3-Month Volatility | 28.83% | +7.9% | -1.1% | -13.7% | +2.2% | +26.0% | -43.8% | -34.5% | |
| 1-Year Volatility | 32.52% | +1.3% | +0.4% | +3.5% | +1.2% | +16.3% | -22.4% | -54.5% | |
| 14-Day RSI | 78.41 | +19.0% | +59.8% | +97.2% | +52.4% | +96.8% | +30.6% | +100.7% | |
| Beta | 0.56 | +1.8% | -1.8% | -5.1% | +3.7% | -46.1% | -51.3% | -48.1% | |
| ATR | $3.65 | +13.7% | +11.1% | +18.6% | +31.0% | +55.2% | +114.5% | +22.8% | |
| Price | $146.19 | +6.4% | +13.8% | +27.6% | +10.9% | +46.9% | +146.3% | +155.0% | |
| 200-Day SMA | $111.56 | +0.2% | +3.2% | +8.1% | +1.0% | +12.6% | +118.1% | +138.2% | |
| 50-Day SMA | $130.59 | +0.3% | +3.8% | +15.0% | +0.7% | +26.5% | +132.8% | +122.0% |
10-Day Volatility History
FAQ
What is the current 10-day volatility of PFSI?
As of today, PFSI 10-day volatility is 33.73%
What 10-day volatility category does PFSI fall into?
Based on its current 10-day historical volatility, PFSI falls into the moderate volatility category
What is PFSI 10-day volatility 1-year high?
PFSI 10-day volatility reached a 1-year high of 66.53% on April 15, 2025
What is PFSI 10-day volatility 1-year low?
PFSI 10-day volatility reached a 1-year low of 13.95% on January 8, 2026
1-Month
26.09%
Summary
- Current Value
- As of today, PFSI 1-month volatility is 26.09%, up +70.19% on
- Value Category
- Based on its current 1-month historical volatility, PFSI falls into the moderate volatility category
- 1-Year High
- PFSI 1-month volatility reached a 1-year high of 50.22% on
- 1-Year Low
- PFSI 1-month volatility reached a 1-year low of 15.33% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Month Volatility | 26.09% | +70.2% | +1.5% | -1.7% | +50.0% | +21.2% | -16.4% | -44.8% | |
| 10-Day Volatility | 33.73% | +141.8% | +5.4% | +17.8% | +116.1% | +95.5% | +30.8% | -24.6% | |
| 3-Month Volatility | 28.83% | +7.9% | -1.1% | -13.7% | +2.2% | +26.0% | -43.8% | -34.5% | |
| 1-Year Volatility | 32.52% | +1.3% | +0.4% | +3.5% | +1.2% | +16.3% | -22.4% | -54.5% | |
| 14-Day RSI | 78.41 | +19.0% | +59.8% | +97.2% | +52.4% | +96.8% | +30.6% | +100.7% | |
| Beta | 0.56 | +1.8% | -1.8% | -5.1% | +3.7% | -46.1% | -51.3% | -48.1% | |
| ATR | $3.65 | +13.7% | +11.1% | +18.6% | +31.0% | +55.2% | +114.5% | +22.8% | |
| Price | $146.19 | +6.4% | +13.8% | +27.6% | +10.9% | +46.9% | +146.3% | +155.0% | |
| 200-Day SMA | $111.56 | +0.2% | +3.2% | +8.1% | +1.0% | +12.6% | +118.1% | +138.2% | |
| 50-Day SMA | $130.59 | +0.3% | +3.8% | +15.0% | +0.7% | +26.5% | +132.8% | +122.0% |
1-Month Volatility History
FAQ
What is the current 1-month volatility of PFSI?
As of today, PFSI 1-month volatility is 26.09%
What 1-month volatility category does PFSI fall into?
Based on its current 1-month historical volatility, PFSI falls into the moderate volatility category
What is PFSI 1-month volatility 1-year high?
PFSI 1-month volatility reached a 1-year high of 50.22% on May 4, 2025
What is PFSI 1-month volatility 1-year low?
PFSI 1-month volatility reached a 1-year low of 15.33% on January 8, 2026
3-Month
28.83%
Summary
- Current Value
- As of today, PFSI 3-month volatility is 28.83%, up +7.94% on
- Value Category
- Based on its current 3-month historical volatility, PFSI falls into the moderate volatility category
- 1-Year High
- PFSI 3-month volatility reached a 1-year high of 40.66% on
- 1-Year Low
- PFSI 3-month volatility reached a 1-year low of 22.88% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 3-Month Volatility | 28.83% | +7.9% | -1.1% | -13.7% | +2.2% | +26.0% | -43.8% | -34.5% | |
| 10-Day Volatility | 33.73% | +141.8% | +5.4% | +17.8% | +116.1% | +95.5% | +30.8% | -24.6% | |
| 1-Month Volatility | 26.09% | +70.2% | +1.5% | -1.7% | +50.0% | +21.2% | -16.4% | -44.8% | |
| 1-Year Volatility | 32.52% | +1.3% | +0.4% | +3.5% | +1.2% | +16.3% | -22.4% | -54.5% | |
| 14-Day RSI | 78.41 | +19.0% | +59.8% | +97.2% | +52.4% | +96.8% | +30.6% | +100.7% | |
| Beta | 0.56 | +1.8% | -1.8% | -5.1% | +3.7% | -46.1% | -51.3% | -48.1% | |
| ATR | $3.65 | +13.7% | +11.1% | +18.6% | +31.0% | +55.2% | +114.5% | +22.8% | |
| Price | $146.19 | +6.4% | +13.8% | +27.6% | +10.9% | +46.9% | +146.3% | +155.0% | |
| 200-Day SMA | $111.56 | +0.2% | +3.2% | +8.1% | +1.0% | +12.6% | +118.1% | +138.2% | |
| 50-Day SMA | $130.59 | +0.3% | +3.8% | +15.0% | +0.7% | +26.5% | +132.8% | +122.0% |
3-Month Volatility History
FAQ
What is the current 3-month volatility of PFSI?
As of today, PFSI 3-month volatility is 28.83%
What 3-month volatility category does PFSI fall into?
Based on its current 3-month historical volatility, PFSI falls into the moderate volatility category
What is PFSI 3-month volatility 1-year high?
PFSI 3-month volatility reached a 1-year high of 40.66% on April 24, 2025
What is PFSI 3-month volatility 1-year low?
PFSI 3-month volatility reached a 1-year low of 22.88% on January 9, 2025
1-Year
32.52%
Summary
- Current Value
- As of today, PFSI 1-year volatility is 32.52%, up +1.31% on
- Value Category
- Based on its current 1-year historical volatility, PFSI falls into the moderate volatility category
- 1-Year High
- PFSI 1-year volatility reached a 1-year high of 32.64% on
- 1-Year Low
- PFSI 1-year volatility reached a 1-year low of 27.97% on
Performance
| Metric | Date | Value | 1D | 1M | 3M | YTD | 1Y | 3Y | 5Y |
|---|---|---|---|---|---|---|---|---|---|
| 1-Year Volatility | 32.52% | +1.3% | +0.4% | +3.5% | +1.2% | +16.3% | -22.4% | -54.5% | |
| 10-Day Volatility | 33.73% | +141.8% | +5.4% | +17.8% | +116.1% | +95.5% | +30.8% | -24.6% | |
| 1-Month Volatility | 26.09% | +70.2% | +1.5% | -1.7% | +50.0% | +21.2% | -16.4% | -44.8% | |
| 3-Month Volatility | 28.83% | +7.9% | -1.1% | -13.7% | +2.2% | +26.0% | -43.8% | -34.5% | |
| 1-Year Volatility | 32.52% | +1.3% | +0.4% | +3.5% | +1.2% | +16.3% | -22.4% | -54.5% | |
| 14-Day RSI | 78.41 | +19.0% | +59.8% | +97.2% | +52.4% | +96.8% | +30.6% | +100.7% | |
| Beta | 0.56 | +1.8% | -1.8% | -5.1% | +3.7% | -46.1% | -51.3% | -48.1% | |
| ATR | $3.65 | +13.7% | +11.1% | +18.6% | +31.0% | +55.2% | +114.5% | +22.8% | |
| Price | $146.19 | +6.4% | +13.8% | +27.6% | +10.9% | +46.9% | +146.3% | +155.0% | |
| 200-Day SMA | $111.56 | +0.2% | +3.2% | +8.1% | +1.0% | +12.6% | +118.1% | +138.2% | |
| 50-Day SMA | $130.59 | +0.3% | +3.8% | +15.0% | +0.7% | +26.5% | +132.8% | +122.0% |
1-Year Volatility History
FAQ
What is the current 1-year volatility of PFSI?
As of today, PFSI 1-year volatility is 32.52%
What 1-year volatility category does PFSI fall into?
Based on its current 1-year historical volatility, PFSI falls into the moderate volatility category
What is PFSI 1-year volatility 1-year high?
PFSI 1-year volatility reached a 1-year high of 32.64% on January 9, 2026
What is PFSI 1-year volatility 1-year low?
PFSI 1-year volatility reached a 1-year low of 27.97% on January 9, 2025
Data Sources & References
- PFSI Official Website www.pennymac.com
- Most Recent Quarterly Report (10-Q) www.sec.gov/Archives/edgar/data/1745916/000110465925101260/0001104659-25-101260-index.htm
- Most Recent Annual Report (10-K) www.sec.gov/Archives/edgar/data/1745916/000155837025001148/0001558370-25-001148-index.htm
- PFSI Profile on Yahoo Finance finance.yahoo.com/quote/PFSI
- PFSI Profile on NASDAQ.com www.nasdaq.com/market-activity/stocks/pfsi