BMO·Bank Of Montreal

Realized volatility (21d)

14.7% 36th pct

Below its peak

-11.5%

vs 200-day average

+5.1%

Up days (1y)

58%

Bank Of Montreal is currently running 14.7% annualised volatility over the last 21 sessions. Measured against BMO's own 13 years of daily returns rather than a market-wide average, that is the 36th percentile — on the quiet side for this stock, against a typical reading of 17.3%. 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.

BMO is trading -11.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.9%, and the deepest was -51.5% 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 +5.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 58th percentile — a somewhat wider gap than its own norm. Over the past year BMO closed higher on 58% of sessions, and it is currently 6 sessions into a falling streak.

On October specifically: over 13 years of records, BMO finished the month higher 7 of 13 times, with a median return of +0.5% and an average of -0.1%. Its strongest month historically has been November at +3.6% on average, its weakest March at -2.0%. 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: BMO has opened more than 2% away from the prior close in 93 of 3,267 sessions (2.8% of the time), with the largest gaps running +11.1% and -6.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against BMO's own 13-year history, not a peer group or index.