CFG·Citizens Financial Group, Inc.

Realized volatility (21d)

26.3% 37th pct

Below its peak

-15.5%

vs 200-day average

-3.1%

Up days (1y)

52%

Citizens Financial Group, Inc. is currently running 26.3% annualised volatility over the last 21 sessions. Measured against CFG's own 12 years of daily returns rather than a market-wide average, that is the 37th percentile — on the quiet side for this stock, against a typical reading of 28.9%. 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.

CFG is trading -15.5% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -29.7%, and the deepest was -61.7% 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 -3.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 33rd percentile — close to the gap it normally carries. Over the past year CFG closed higher on 52% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 12 years of records, CFG finished the month higher 8 of 12 times, with a median return of +2.5% and an average of +2.3%. Its strongest month historically has been November at +8.9% on average, its weakest March at -8.5%. 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: CFG has opened more than 2% away from the prior close in 238 of 3,030 sessions (7.9% of the time), with the largest gaps running +8.7% and -7.7%. 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, CFG moved an average of 1.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.7% and a largest of -2.5%.

All figures computed from 3,031 daily closes between 2014-09-24 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against CFG's own 12-year history, not a peer group or index.