EFCPA.PFD (Ellington Financial) Volatility: 3.77% (As of Jul. 01, 2026)


EFCPA.PFD Ellington Financial Inc EFCPA.PFD
71 GF Score
Price $25.17
! 8 Warning Signs
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What is Ellington Financial Volatility?

Ellington Financial EFCPA.PFD 71 Volatility is 3.77% as of Jul. 01, 2026. GuruFocus rates EFCPA.PFD with a GF Score™ of 71/100. The stock has 8 warning signs investors should review.

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 (2026-07-01), Ellington Financial's Volatility is 3.77%.

Ellington Financial  (NYSE:EFCpA.PFD) 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.

Ellington Financial Volatility Related Terms

EFCPA.PFD vs ARI, ORC, LADR: Volatility Comparison

For the REIT - Mortgage subindustry, Ellington Financial'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.

Ellington Financial Volatility vs REITs Industry

For the REITs industry and Real Estate sector, Ellington Financial's Volatility distribution charts can be found below:

* The bar in red indicates where Ellington Financial's Volatility falls into.


EFCPA.PFD
71GF Score
Ellington Financial Inc EFCPA.PFD
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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Ellington Financial  (NYSE:EFCpA.PFD) 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.

Frequently Asked Questions Learn more about Volatility →
What does a Volatility of 3.77% mean?
Ellington Financial (EFCPA.PFD) has a Volatility of 3.77% as of Jul. 01, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Ellington Financial and its competitors.
Is Ellington Financial's Volatility too high?
Ellington Financial's current Volatility is 3.77%. Overall, Ellington Financial has a GF Score™ of 71/100, reflecting its overall financial health beyond just this single metric.
How does Ellington Financial's Volatility compare to ARI and ORC?
Ellington Financial's Volatility of 3.77% can be compared against companies in the REITs industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for a REITs company?
A good Volatility depends on the REITs industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Ellington Financial and its competitors. Ellington Financial's current Volatility is 3.77%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Ellington Financial stock overvalued right now?
Ellington Financial (EFCPA.PFD) has a current Volatility of 3.77%. The current Volatility is 3.77%. Ellington Financial's overall GF Score™ is 71/100 with 8 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For Ellington Financial (EFCPA.PFD), the current Volatility is 3.77% as of Jul. 01, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Ellington Financial Business Description

Industry Real EstateREITs
Other Exchanges EFC:USA1EL:Germany
Address 53 Forest Avenue, Old Greenwich, CT, USA, 06870
Ellington Financial Inc is a specialty finance company. Its primary investment objective is to generate attractive, risk-adjusted total returns for its shareholders by making investments. The company has two reportable segments; The Investment Portfolio Segment is focused on investing in a diverse array of financial assets, including residential and commercial mortgage loans, residential mortgage-backed securities, non-mortgage- and mortgage-related derivatives, debt and equity investments in loan origination companies, and other strategic investments, and The Longbridge Segment is focused on the origination and servicing of reverse mortgage loans. It acquires reverse mortgage loans both through its origination activities and through secondary market purchases.
71GF Score

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Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$25.17
Price