CHD·Church & Dwight Co., Inc.

Realized volatility (21d)

27.6% 85th pct

Below its peak

-2.6%

vs 200-day average

+14.4%

Up days (1y)

53%

Church & Dwight Co., Inc. is currently running 27.6% annualised volatility over the last 21 sessions. Measured against CHD's own 13 years of daily returns rather than a market-wide average, that is the 85th percentile — elevated for this stock, against a typical reading of 17.8%.

CHD is trading -2.6% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -14.8%, and the deepest was -32.7% in 2022. 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 +14.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 89th percentile — a wider gap than this stock usually carries. Over the past year CHD closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, CHD finished the month higher 9 of 13 times, with a median return of +2.0% and an average of +2.1%. Its strongest month historically has been January at +2.3% on average, its weakest September at -3.5%.

Overnight risk is measurable too: CHD has opened more than 2% away from the prior close in 66 of 3,267 sessions (2.0% of the time), with the largest gaps running +6.3% and -9.1%.

Across the last 4 dated reports on file, CHD moved an average of 2.2% in the session after earnings, closing higher 3 of those 4 times, with a median move of +1.2% and a largest of -3.3%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-04, split-adjusted, recomputed daily. Percentiles are against CHD's own 13-year history, not a peer group or index.