ADP·Automatic Data Processing, Inc.

Realized volatility (21d)

22.1% 66th pct

Below its peak

-17.0%

vs 200-day average

+14.0%

Up days (1y)

48%

Automatic Data Processing, Inc. is currently running 22.1% annualised volatility over the last 21 sessions. Measured against ADP's own 13 years of daily returns rather than a market-wide average, that is the 66th percentile — a little above its own norm, against a typical reading of 18.3%. 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.

ADP is trading -17.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.6%, and the deepest was -39.8% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits +14.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 87th percentile — a wider gap than this stock usually carries. Over the past year ADP closed higher on 48% of sessions, and it is currently 4 sessions into a falling streak.

On September specifically: over 13 years of records, ADP finished the month higher 5 of 13 times, with a median return of -2.7% and an average of -1.4%. Its strongest month historically has been November at +5.8% on average, its weakest September at -1.4%. 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: ADP has opened more than 2% away from the prior close in 96 of 3,266 sessions (2.9% of the time), with the largest gaps running +10.4% and -10.3%. 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, ADP moved an average of 1.8% in the session after earnings, closing higher 0 of those 3 times, with a median move of -1.9% and a largest of -3.0%.

All figures computed from 3,267 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against ADP's own 13-year history, not a peer group or index.