ALL·The Allstate Corporation

Realized volatility (21d)

27.9% 81st pct

Below its peak

-15.0%

vs 200-day average

+4.8%

Up days (1y)

51%

The Allstate Corporation is currently running 27.9% annualised volatility over the last 21 sessions. Measured against ALL's own 13 years of daily returns rather than a market-wide average, that is the 81st percentile — elevated for this stock, against a typical reading of 19.4%. 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.

ALL is trading -15.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.5%, and the deepest was -41.7% 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 +4.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 48th percentile — close to the gap it normally carries. Over the past year ALL closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 14 years of records, ALL finished the month higher 6 of 14 times, with a median return of -0.7% and an average of +0.8%. Its strongest month historically has been November at +4.4% on average, its weakest June at -0.5%. 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: ALL has opened more than 2% away from the prior close in 94 of 3,266 sessions (2.9% of the time), with the largest gaps running +9.2% and -13.5%. 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, ALL moved an average of 3.7% in the session after earnings, closing higher 3 of those 3 times, with a median move of +4.1% and a largest of +4.6%.

All figures computed from 3,267 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against ALL's own 13-year history, not a peer group or index.