CAG·Conagra Brands, Inc.

Realized volatility (21d)

22.9% 59th pct

Below its peak

-68.2%

vs 200-day average

-15.5%

Up days (1y)

45%

Conagra Brands, Inc. is currently running 22.9% annualised volatility over the last 21 sessions. Measured against CAG's own 13 years of daily returns rather than a market-wide average, that is the 59th percentile — close to its own typical level, against a typical reading of 21.0%. 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.

CAG is trading -68.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.8%, and the deepest was -46.2% in 2018. 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 -15.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 12th percentile — a narrower gap than it typically runs. Over the past year CAG closed higher on 45% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, CAG finished the month higher 7 of 13 times, with a median return of +2.1% and an average of -0.4%. Its strongest month historically has been March at +3.2% on average, its weakest June at -1.9%. 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: CAG has opened more than 2% away from the prior close in 63 of 3,267 sessions (1.9% of the time), with the largest gaps running +21.0% and -7.4%. 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, CAG moved an average of 1.9% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.7% and a largest of -4.2%.

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