AMGN·Amgen Inc.

Realized volatility (21d)

38.9% 95th pct

Below its peak

-9.3%

vs 200-day average

+10.6%

Up days (1y)

52%

Amgen Inc. is currently running 38.9% annualised volatility over the last 21 sessions. Measured against AMGN's own 13 years of daily returns rather than a market-wide average, that is the 95th percentile — an extreme by its own standards, 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.

AMGN is trading -9.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.4%, and the deepest was -26.3% 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 +10.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 80th percentile — a wider gap than this stock usually carries. Over the past year AMGN closed higher on 52% of sessions, and it is currently 4 sessions into a falling streak.

On October specifically: over 13 years of records, AMGN finished the month higher 5 of 13 times, with a median return of -0.7% and an average of +0.8%. Its strongest month historically has been July at +3.9% on average, its weakest September at -1.3%. 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: AMGN has opened more than 2% away from the prior close in 44 of 3,265 sessions (1.3% of the time), with the largest gaps running +5.4% and -9.1%. 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, AMGN moved an average of 5.2% in the session after earnings, closing higher 2 of those 3 times, with a median move of +4.9% and a largest of +6.9%.

All figures computed from 3,266 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against AMGN's own 13-year history, not a peer group or index.