ADP·Automatic Data Processing, Inc.

Realized volatility (21d)

24.8% 72nd pct

Below its peak

-7.1%

vs 200-day average

+25.9%

Up days (1y)

49%

Automatic Data Processing, Inc. is currently running 24.8% 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 72nd percentile — a little above its own norm, against a typical reading of 18.4%.

ADP is trading -7.1% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -17.7%, and the deepest was -39.8% 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 +25.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 100th percentile — a wider gap than this stock usually carries. Over the past year ADP closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On November specifically: over 13 years of records, ADP finished the month higher 10 of 13 times, with a median return of +5.8% and an average of +5.8%. Its strongest month historically has been November at +5.8% on average, its weakest September at -1.8%.

Overnight risk is measurable too: ADP has opened more than 2% away from the prior close in 97 of 3,267 sessions (3.0% of the time), with the largest gaps running +10.4% and -10.3%.

Across the last 4 dated reports on file, ADP moved an average of 1.3% in the session after earnings, closing higher 0 of those 4 times, with a median move of -1.2% and a largest of -3.0%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against ADP's own 13-year history, not a peer group or index.