Volatility Analysis
15.36 -0.04(-0.26%)09/06/2024
Macerich Co. (MAC)
For the given dates, MAC current volatility is at 36.05%.
The 1-Month historical standard deviation is at 0.43.
Macerich Co. (MAC)
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Historical Standard Deviation
Period | Value |
1 Week | 0.29 |
20 Days | 0.37 |
1 Month | 0.43 |
3 Months | 0.60 |
100 Days | 0.58 |
6 Months | 0.75 |
9 Months | 0.87 |
Year-to-date | 0.81 |
1 Year | 2.21 |
3 Years | 2.85 |
5 Years | 4.31 |
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 | 1.71 | -14.94 | -13.91 | 261.33 | -59.32 | -14.84 | 54.92 | -52.42 | 72.09 | -59.32 | 261.33 | 26.07 | |||
2023 | -5.06 | -7.21 | -1.76 | -7.21 | -1.76 | -4.68 | |||||||||
Summary | |||||||||||||||
Avg Returns (%) | 1.71 | -14.94 | -13.91 | 261.33 | -59.32 | -14.84 | 54.92 | -52.42 | 72.09 | -5.06 | -7.21 | -1.76 | -59.32 | 261.33 | 18.38 |
Max Pos Return (%) | 1.71 | -14.94 | -13.91 | 261.33 | -59.32 | -14.84 | 54.92 | -52.42 | 72.09 | -5.06 | -7.21 | -1.76 | -59.32 | 261.33 | 18.38 |
Max Neg Return (%) | 1.71 | -14.94 | -13.91 | 261.33 | -59.32 | -14.84 | 54.92 | -52.42 | 72.09 | -5.06 | -7.21 | -1.76 | -59.32 | 261.33 | 18.38 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | 33 |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | 67 |