BAP·Credicorp Ltd.

Realized volatility (21d)

20.2% 32nd pct

Below its peak

-5.2%

vs 200-day average

+8.1%

Up days (1y)

52%

Credicorp Ltd. is currently running 20.2% annualised volatility over the last 21 sessions. Measured against BAP's own 13 years of daily returns rather than a market-wide average, that is the 32nd percentile — on the quiet side for this stock, against a typical reading of 23.7%. 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.

BAP is trading -5.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.6%, and the deepest was -48.9% 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 +8.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 61st percentile — a somewhat wider gap than its own norm. Over the past year BAP closed higher on 52% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, BAP finished the month higher 8 of 13 times, with a median return of +0.7% and an average of +2.9%. Its strongest month historically has been January at +3.2% on average, its weakest August at -1.2%. 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: BAP has opened more than 2% away from the prior close in 144 of 3,265 sessions (4.4% of the time), with the largest gaps running +7.6% and -22.2%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,266 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against BAP's own 13-year history, not a peer group or index.