Two Harbors Investment (STU:2H2) Volatility: 19.88% (As of Jul. 06, 2026)


STU:2H2 Two Harbors Investment Corp STU:2H2
28 GF Score
Price €10.42
! 5 Warning Signs
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What is Two Harbors Investment Volatility?

Two Harbors Investment STU:2H2 -1.23% 28 Volatility is 19.88% as of Jul. 06, 2026. GuruFocus rates STU:2H2 with a GF Score™ of 28/100. The stock has 5 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 (2026-07-06), Two Harbors Investment's Volatility is 19.88%.

Two Harbors Investment  (STU:2H2) 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.

Two Harbors Investment Volatility Related Terms

STU:2H2 vs LADR, ORC, ARI: Volatility Comparison

For the REIT - Mortgage subindustry, Two Harbors Investment'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.

Two Harbors Investment Volatility vs REITs Industry

For the REITs industry and Real Estate sector, Two Harbors Investment's Volatility distribution charts can be found below:

* The bar in red indicates where Two Harbors Investment's Volatility falls into.


STU:2H2
28GF Score
Two Harbors Investment Corp STU:2H2
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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Two Harbors Investment  (STU:2H2) 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 19.88% mean?
Two Harbors Investment (STU:2H2) has a Volatility of 19.88% as of Jul. 06, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Two Harbors Investment and its competitors.
Is Two Harbors Investment's Volatility too high?
Two Harbors Investment's current Volatility is 19.88%. Overall, Two Harbors Investment has a GF Score™ of 28/100, reflecting its overall financial health beyond just this single metric.
How does Two Harbors Investment's Volatility compare to LADR and ORC?
Two Harbors Investment's Volatility of 19.88% 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 Two Harbors Investment and its competitors. Two Harbors Investment's current Volatility is 19.88%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Two Harbors Investment stock overvalued right now?
Two Harbors Investment (STU:2H2) has a current Volatility of 19.88%. The current Volatility is 19.88%. Two Harbors Investment's overall GF Score™ is 28/100 with 5 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 Two Harbors Investment (STU:2H2), the current Volatility is 19.88% as of Jul. 06, 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.

Two Harbors Investment Business Description

Industry Real EstateREITs
Address 1601 Utica Avenue South, Suite 900, St. Louis Park, MN, USA, 55416
Two Harbors Investment Corp is a real estate investment trust focused on investing in, financing, and managing residential mortgage-backed securities, residential mortgage loans, mortgage servicing rights, and commercial real estate. The majority of its investment portfolio is split between agency RMBS purchased from government-sponsored enterprises and nonagency RMBS. The company derives revenues mainly from its MSR and Agency RMBS portfolio, including servicing fee income, float income, and interest income, as well as mortgage loan origination activities established to support the MSR portfolio. Its investment portfolio is subject to market risks, mainly interest rate, basis, and prepayment risk. The majority of income is generated by available-for-sale securities.
28GF Score

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

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