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NYMT (New York Mortgage Trust) Volatility : 24.51% (As of Dec. 15, 2024)


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What is New York Mortgage Trust 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 (2024-12-15), New York Mortgage Trust's Volatility is 24.51%.


Competitive Comparison of New York Mortgage Trust's Volatility

For the REIT - Mortgage subindustry, New York Mortgage Trust'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.


New York Mortgage Trust's Volatility Distribution in the REITs Industry

For the REITs industry and Real Estate sector, New York Mortgage Trust's Volatility distribution charts can be found below:

* The bar in red indicates where New York Mortgage Trust's Volatility falls into.



New York Mortgage Trust  (NAS:NYMT) 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.


New York Mortgage Trust  (NAS:NYMT) 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.


New York Mortgage Trust Volatility Related Terms

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New York Mortgage Trust Business Description

Address
90 Park Avenue, New York, NY, USA, 10016
New York Mortgage Trust Inc is a real estate investment trust for federal income tax purposes, in the business of acquiring, investing in, financing and managing mortgage-related and residential housing-related assets. The company's investment portfolio consists of Structured multi-family property investments such as multi-family CMBS an preferred equity in, and mezzanine loans to owners of multi-family properties. Distressed residential assets such as residential mortgage loans sourced from distressed markets and non-Agency RMBS. Second mortgages, Agency RMBS, and certain other mortgage-related and residential housing-related assets.
Executives
Nicholas Mah officer: President 90 PARK AVENUE, FLOOR 23, NEW YORK NY 10016
Gena Cheng director 401 EAST JACKSON STREET, SUITE 3300, TAMPA FL 33602
Audrey Greenberg director 90 PARK AVENUE, FLOOR 23, NEW YORK NY 10016
Steven G Norcutt director 1301 AVENUE OF THE AMERICAS, 7TH FLOOR, NEW YORK NY 10019
Steven R Mumma officer: Chief Operating Officer and VP 1301 AVENUE OF THE AMERICAS, 7TH FLOOR, NEW YORK NY 10019
Nathan R Reese officer: Vice President and Secretary C/O NEW YORK MORTGAGE TRUST, INC., 52 VANDERBILT AVENUE, SUITE 403, NEW YORK NY 10017
Kristine Rimando Nario officer: Chief Financial Officer 275 MADISON AVENUE, SUITE 3200, NEW YORK NY 10016
Jason T Serrano officer: President 275 MADISON AVENUE, NEW YORK NY 10016
Alan L Hainey director 1301 AVENUE OF THE AMERICAS, 7TH FLOOR, NEW YORK NY 10019
Lisa A Pendergast director 275 MADISON AVENUE, NEW YORK NY 10016
Michael B. Clement director 275 MADISON AVENUE, NEW YORK NY 10016
Kevin M. Donlon officer: President 227 WEST TRADE STREET, SUITE 900, CHARLOTTE NC 28202
Douglas E Neal director 52 VANDERBILT AVENUE, SUITE 403, NEW YORK NY 10017
Jmp Asset Management Llc 10 percent owner 600 MONTGOMERY STREET, SUITE 1100, SAN FRANCISCO CA 94111
Fredric S. Starker officer: Chief Financial Officer 52 VANDERBILT AVENUE, SUITE 403, NEW YORK NY 10017