Volatility | KlickAnalytics

Volatility Analysis

15.36 -0.04(-0.26%)09/06/2024
Macerich Co. (MAC)

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For the given dates, MAC current volatility is at 36.05%.

The 1-Month historical standard deviation is at 0.43.

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