← Dashboard as of 2026-07-27

AVB/MAA

Real Estate
z today 1.01
p-value (EG) 0.0341
β (log) 0.839
μ spread 1.0996
σ spread 0.0297
half-life 18.7 d
corr 18m 0.859
setup 1Y 5
bollinger 1Y 9
%b today 0.39

AVB — AvalonBay Communities, Inc.

REIT - Residential · Real Estate
AvalonBay Communities, Inc., a member of S&P 500, is an equity REIT. The firm develops, redevelops, acquires and manages apartment communities in leading metropolitan areas in Boston, Massachusetts, the New York/New Jersey Metro area, the Mid-Atlantic, Seattle, Washington, and Northern and Southern California, as well as in the Company's expansion regions of Raleigh-Durham and Charlotte, North Carolina, Southeast Florida, Dallas and Austin, Texas, and Denver, Colorado. As of March 31, 2026, the Company owned or held a direct or indirect ownership interest in 319 apartment communities containing 98,271 apartment homes in 11 states and the District of Columbia, of which 25 communities were […]
Mkt cap: $27.2B Dipendenti: 3,011 Paese: United States sito ↗

MAA — Mid-America Apartment Communities, Inc.

REIT - Residential · Real Estate
Mid-America Apartment Communities, Inc. is a self-administered real estate investment trust (REIT) and member of S&P 500. MAA owns or has ownership interest in apartment communities primarily throughout the Southeast, Southwest and Mid-Atlantic regions of the U.S. focused on delivering strong, full-cycle investment performance. Mid-America Apartment Communities, Inc. was incorporated in 1977 in Tennessee and is based in Germantown, United States.
Mkt cap: $16.2B Dipendenti: 2,507 Paese: United States sito ↗
Lo spread — il grafico chiave. La linea verde misura la “distanza” tra le due azioni: ln(AVB) − β·ln(MAA). La riga orizzontale al centro e’ il suo valore medio (μ), la banda grigia l’oscillazione normale (±σ e ±2σ). Come leggerlo: finche’ la linea resta nella banda le due azioni sono in equilibrio. Quando esce in alto, AVB e’ diventata cara rispetto a MAA; quando esce in basso, il contrario. Piu’ e’ lontana dal centro (z elevato), piu’ ci si aspetta che rientri: e’ li’ che nasce il segnale di pair trading.
Setup contrarian: RSI(14) < 30 (ipervenduto) o > 70 (ipercomprato) sullo spread daily, in concomitanza con volume aggregato min(VAVB, VMAA) < SMA(20). Volume basso in fase estrema = forza del movimento in esaurimento ⇒ mean reversion più probabile. Le zone gialle sul grafico evidenziano i giorni triggered.
Setup volatilità: %b > 1 (spread sopra banda superiore ⇒ short spread) o %b < 0 (sotto banda inferiore ⇒ long spread), in concomitanza con BandWidth in pendenza piatta o negativa su 5 giorni (volatilità non in espansione ⇒ movimento esaurito). Bande di Bollinger SMA(20) ± 2σ rolling. Le zone gialle evidenziano i giorni triggered.

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Registra trade — AVB / MAA

z attuale 1.01 · prezzi di carico presi alla chiusura piu' recente disponibile.

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