AMZN·Amazon.com, Inc.

Realized volatility (21d)

21.5% 29th pct

Below its peak

-7.1%

vs 200-day average

+6.9%

Up days (1y)

51%

Amazon.com, Inc. is currently running 21.5% annualised volatility over the last 21 sessions. Measured against AMZN's own 13 years of daily returns rather than a market-wide average, that is the 29th percentile — on the quiet side for this stock, against a typical reading of 27.2%. 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.

AMZN is trading -7.1% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -20.1%, and the deepest was -51.9% in 2022. 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 +6.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 44th percentile — close to the gap it normally carries. Over the past year AMZN closed higher on 51% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, AMZN finished the month higher 9 of 14 times, with a median return of +2.9% and an average of +2.6%. Its strongest month historically has been April at +5.6% on average, its weakest February at -3.1%. 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: AMZN has opened more than 2% away from the prior close in 44 of 3,271 sessions (1.3% of the time), with the largest gaps running +5.8% and -5.8%. 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, AMZN moved an average of 4.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +4.8% and a largest of +6.2%.

All figures computed from 3,272 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against AMZN's own 13-year history, not a peer group or index.