ALSN·Allison Transmission Holdings Inc.

Realized volatility (21d)

27.9% 60th pct

Below its peak

-19.8%

vs 200-day average

-6.8%

Up days (1y)

52%

Allison Transmission Holdings Inc. is currently running 27.9% annualised volatility over the last 21 sessions. Measured against ALSN's own 13 years of daily returns rather than a market-wide average, that is the 60th percentile — a little above its own norm, against a typical reading of 25.6%. 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.

ALSN is trading -19.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.0%, and the deepest was -45.1% 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 -6.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 18th percentile — a narrower gap than it typically runs. Over the past year ALSN closed higher on 52% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, ALSN finished the month higher 7 of 13 times, with a median return of +3.0% and an average of +2.3%. Its strongest month historically has been November at +5.7% on average, its weakest March at -1.9%. 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: ALSN has opened more than 2% away from the prior close in 159 of 3,266 sessions (4.9% of the time), with the largest gaps running +11.0% and -17.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against ALSN's own 13-year history, not a peer group or index.