SPG·Simon Property Group, Inc.

Realized volatility (21d)

12.1% 5th pct

Below its peak

-16.1%

vs 200-day average

-2.8%

Up days (1y)

53%

Simon Property Group, Inc. is currently running 12.1% annualised volatility over the last 21 sessions. Measured against SPG's own 13 years of daily returns rather than a market-wide average, that is the 5th percentile — unusually subdued by its own history, against a typical reading of 20.7%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

SPG is trading -16.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.4%, and the deepest was -70.4% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits -2.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 34th percentile — close to the gap it normally carries. Over the past year SPG closed higher on 53% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, SPG finished the month higher 7 of 14 times, with a median return of +0.1% and an average of +2.2%. Its strongest month historically has been November at +3.4% on average, its weakest March at -5.8%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: SPG has opened more than 2% away from the prior close in 90 of 3,268 sessions (2.8% of the time), with the largest gaps running +8.7% and -8.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, SPG moved an average of 0.8% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.0% and a largest of +1.6%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against SPG's own 13-year history, not a peer group or index.