APH·Amphenol Corporation

Realized volatility (21d)

41.9% 90th pct

Below its peak

-12.5%

vs 200-day average

+5.5%

Up days (1y)

49%

Amphenol Corporation is currently running 41.9% annualised volatility over the last 21 sessions. Measured against APH's own 13 years of daily returns rather than a market-wide average, that is the 90th percentile — an extreme by its own standards, against a typical reading of 20.8%. 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.

APH is trading -12.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.6%, and the deepest was -38.8% 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 +5.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 35th percentile — close to the gap it normally carries. Over the past year APH closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 13 years of records, APH finished the month higher 6 of 13 times, with a median return of -0.6% and an average of +0.9%. Its strongest month historically has been November at +4.6% on average, its weakest December at -0.2%. 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: APH has opened more than 2% away from the prior close in 108 of 3,267 sessions (3.3% of the time), with the largest gaps running +21.9% and -12.0%. 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, APH moved an average of 3.3% in the session after earnings, closing higher 2 of those 3 times, with a median move of +2.2% and a largest of +6.6%.

All figures computed from 3,268 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against APH's own 13-year history, not a peer group or index.