BABA·Alibaba Group Holding Limited

Realized volatility (21d)

43.5% 70th pct

Below its peak

-64.4%

vs 200-day average

-16.9%

Up days (1y)

44%

Alibaba Group Holding Limited is currently running 43.5% annualised volatility over the last 21 sessions. Measured against BABA's own 12 years of daily returns rather than a market-wide average, that is the 70th percentile — a little above its own norm, against a typical reading of 35.7%. 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.

BABA is trading -64.4% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -33.6%, and the deepest was -59.1% in 2021. 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 -16.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 16th percentile — a narrower gap than it typically runs. Over the past year BABA closed higher on 44% of sessions, and it is currently 2 sessions into a rising streak.

On September specifically: over 11 years of records, BABA finished the month higher 4 of 11 times, with a median return of -2.8% and an average of +1.0%. Its strongest month historically has been January at +6.2% on average, its weakest December 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: BABA has opened more than 2% away from the prior close in 349 of 3,008 sessions (11.6% of the time), with the largest gaps running +16.3% and -13.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,009 daily closes between 2014-09-19 and 2026-09-04, split-adjusted, recomputed daily. Percentiles are against BABA's own 12-year history, not a peer group or index.