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Orchid Island Capital (FRA:45U0) Volatility : 44.21% (As of Jun. 06, 2024)


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What is Orchid Island Capital Volatility?

Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.

As of today (2024-06-06), Orchid Island Capital's Volatility is 44.21%.


Competitive Comparison of Orchid Island Capital's Volatility

For the REIT - Mortgage subindustry, Orchid Island Capital's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Orchid Island Capital's Volatility Distribution in the REITs Industry

For the REITs industry and Real Estate sector, Orchid Island Capital's Volatility distribution charts can be found below:

* The bar in red indicates where Orchid Island Capital's Volatility falls into.



Orchid Island Capital  (FRA:45U0) Volatility Calculation

The annualized volatility is calculated as following:

σA=σM * 12
= 1/(n-1) ∑(Ri - R')^2 * 12

Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.

* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD.
* For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.


Orchid Island Capital  (FRA:45U0) Volatility Explanation

Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.

Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.

Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.


Orchid Island Capital Volatility Related Terms

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Orchid Island Capital (FRA:45U0) Business Description

Traded in Other Exchanges
Address
3305 Flamingo Drive, Vero Beach, FL, USA, 32963
Orchid Island Capital Inc invests in residential mortgage-backed securities (RMBS) across the United States. The principal and interest payments of its RMBS are guaranteed by the Federal National Mortgage Association, the Federal Home Loan Mortgage Corporation, or the Government National Mortgage Association, and are backed by single-family residential mortgage loans. The company's investment portfolio is divided into two categories namely traditional pass-through Agency RMBS; and structured Agency RMBS, such as collateralized mortgage obligations, interest-only securities, inverse interest-only securities, and principal-only securities, among other types of structured Agency RMBS.

Orchid Island Capital (FRA:45U0) Headlines

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