AXP·American Express Company

Realized volatility (21d)

17.7% 33rd pct

Below its peak

-19.0%

vs 200-day average

-5.5%

Up days (1y)

49%

American Express Company is currently running 17.7% annualised volatility over the last 21 sessions. Measured against AXP's own 13 years of daily returns rather than a market-wide average, that is the 33rd percentile — on the quiet side for this stock, against a typical reading of 22.4%. 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.

AXP is trading -19.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.4%, and the deepest was -49.9% 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 22nd percentile — a narrower gap than it typically runs. Over the past year AXP closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, AXP finished the month higher 8 of 14 times, with a median return of +1.8% and an average of +1.7%. Its strongest month historically has been November at +5.9% on average, its weakest March at -2.6%. 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: AXP has opened more than 2% away from the prior close in 73 of 3,268 sessions (2.2% of the time), with the largest gaps running +7.6% and -8.4%. 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, AXP moved an average of 1.8% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.6% and a largest of +3.1%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against AXP's own 13-year history, not a peer group or index.