Volatility Analysis
15.54 -0.36(-2.26%)05/17/2024
Macerich Co. (MAC)
For the given dates, MAC current volatility is at 49.99%.
The 1-Month historical standard deviation is at 0.86.
Macerich Co. (MAC)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.67 |
| 20 Days | 0.85 |
| 1 Month | 0.86 |
| 3 Months | 0.87 |
| 100 Days | 0.83 |
| 6 Months | 1.97 |
| 9 Months | 2.55 |
| Year-to-date | 0.81 |
| 1 Year | 2.64 |
| 3 Years | 2.82 |
| 5 Years | 5.42 |
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 | -39.07 | -39.07 | 261.33 | 39.02 | |||||||
| 2023 | -15.87 | -10.80 | 15.85 | -5.06 | -7.21 | -1.76 | -15.87 | 15.85 | -4.14 | ||||||
| Summary | |||||||||||||||
| Avg Returns (%) | 1.71 | -14.94 | -13.91 | 261.33 | -39.07 | nan | -15.87 | -10.80 | 15.85 | -5.06 | -7.21 | -1.76 | -15.87 | 261.33 | nan |
| Max Pos Return (%) | 1.71 | -14.94 | -13.91 | 261.33 | -39.07 | 0.00 | -15.87 | -10.80 | 15.85 | -5.06 | -7.21 | -1.76 | 0.00 | 261.33 | 14.19 |
| Max Neg Return (%) | 1.71 | -14.94 | -13.91 | 261.33 | -39.07 | 0.00 | -15.87 | -10.80 | 15.85 | -5.06 | -7.21 | -1.76 | 0.00 | 261.33 | 14.19 |
| Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | nan | 0 | 0 | 100 | 0 | 0 | 0 | 0 | 100 | nan |
| Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | nan | 100 | 100 | 0 | 100 | 100 | 100 | 0 | 100 | nan |