Volatility Analysis
313.91 3.69(1.19%)09/13/2024
Essex Property Trust, Inc. (ESS)
For the given dates, ESS current volatility is at 16.27%.
The 1-Month historical standard deviation is at 8.94.
Essex Property Trust, Inc. (ESS)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
| Period | Value |
| 1 Week | 6.09 |
| 20 Days | 5.90 |
| 1 Month | 8.94 |
| 3 Months | 10.74 |
| 100 Days | 11.32 |
| 6 Months | 20.96 |
| 9 Months | 22.22 |
| Year-to-date | 22.68 |
| 1 Year | 27.08 |
| 3 Years | 39.89 |
| 5 Years | 39.53 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
| 2024 | -25.54 | 57.37 | -25.96 | -18.21 | 24.05 | -13.73 | 22.62 | -47.45 | 61.71 | -47.45 | 61.71 | 3.87 | |||
| 2023 | -56.47 | 90.63 | -56.47 | 90.63 | 17.08 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -25.54 | 57.37 | -25.96 | -18.21 | 24.05 | -13.73 | 22.62 | -47.45 | 61.71 | nan | -56.47 | 90.63 | -56.47 | 90.63 | nan |
| Max Pos Return (%) | -25.54 | 57.37 | -25.96 | -18.21 | 24.05 | -13.73 | 22.62 | -47.45 | 61.71 | 0.00 | -56.47 | 90.63 | 0.00 | 90.63 | 5.75 |
| Max Neg Return (%) | -25.54 | 57.37 | -25.96 | -18.21 | 24.05 | -13.73 | 22.62 | -47.45 | 61.71 | 0.00 | -56.47 | 90.63 | 0.00 | 90.63 | 5.75 |
| Pos Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |