ALLE·Allegion plc

Realized volatility (21d)

16.9% 25th pct

Below its peak

-14.6%

vs 200-day average

+2.2%

Up days (1y)

47%

Allegion plc is currently running 16.9% annualised volatility over the last 21 sessions. Measured against ALLE's own 13 years of daily returns rather than a market-wide average, that is the 25th percentile — unusually subdued by its own history, against a typical reading of 22.0%. 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.

ALLE is trading -14.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.8%, and the deepest was -43.4% 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 +2.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 40th percentile — close to the gap it normally carries. Over the past year ALLE closed higher on 47% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 12 years of records, ALLE finished the month higher 4 of 12 times, with a median return of -3.4% and an average of +1.6%. Its strongest month historically has been July at +3.2% on average, its weakest March at -1.2%. 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: ALLE has opened more than 2% away from the prior close in 108 of 3,235 sessions (3.3% of the time), with the largest gaps running +8.0% and -17.0%. 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, ALLE moved an average of 1.9% in the session after earnings, closing higher 0 of those 3 times, with a median move of -0.4% and a largest of -5.3%.

All figures computed from 3,236 daily closes between 2013-11-18 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against ALLE's own 13-year history, not a peer group or index.