AVY·Avery Dennison Corporation

Realized volatility (21d)

18.4% 39th pct

Below its peak

-26.9%

vs 200-day average

-3.1%

Up days (1y)

48%

Avery Dennison Corporation is currently running 18.4% annualised volatility over the last 21 sessions. Measured against AVY's own 13 years of daily returns rather than a market-wide average, that is the 39th percentile — on the quiet side for this stock, 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.

AVY is trading -26.9% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.7%, and the deepest was -42.9% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -3.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 27th percentile — a narrower gap than it typically runs. Over the past year AVY closed higher on 48% of sessions, and it is currently 2 sessions into a falling streak.

On September specifically: over 13 years of records, AVY finished the month higher 7 of 13 times, with a median return of +0.4% and an average of -1.5%. Its strongest month historically has been November at +3.8% on average, its weakest September at -1.5%. 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: AVY has opened more than 2% away from the prior close in 95 of 3,268 sessions (2.9% of the time), with the largest gaps running +8.5% and -11.9%. 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, AVY moved an average of 1.7% in the session after earnings, closing higher 0 of those 3 times, with a median move of -2.1% and a largest of -2.8%.

All figures computed from 3,269 daily closes between 2013-09-19 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against AVY's own 13-year history, not a peer group or index.