AEE·Ameren Corporation

Realized volatility (21d)

13.3% 20th pct

Below its peak

-13.0%

vs 200-day average

-5.3%

Up days (1y)

52%

Ameren Corporation is currently running 13.3% annualised volatility over the last 21 sessions. Measured against AEE's own 13 years of daily returns rather than a market-wide average, that is the 20th percentile — unusually subdued by its own history, against a typical reading of 17.1%. 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.

AEE is trading -13.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -10.7%, and the deepest was -29.5% 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 -5.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 12th percentile — a narrower gap than it typically runs. Over the past year AEE closed higher on 52% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, AEE finished the month higher 9 of 13 times, with a median return of +2.0% and an average of +2.6%. Its strongest month historically has been July at +2.7% on average, its weakest September at -1.5%. 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: AEE has opened more than 2% away from the prior close in 69 of 3,265 sessions (2.1% of the time), with the largest gaps running +12.9% and -7.4%. 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, AEE moved an average of 2.2% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.8% and a largest of +3.2%.

All figures computed from 3,266 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against AEE's own 13-year history, not a peer group or index.