CI·The Cigna Group

Realized volatility (21d)

25.1% 54th pct

Below its peak

-23.0%

vs 200-day average

+0.9%

Up days (1y)

52%

The Cigna Group is currently running 25.1% annualised volatility over the last 21 sessions. Measured against CI's own 13 years of daily returns rather than a market-wide average, that is the 54th percentile — close to its own typical level, against a typical reading of 24.3%. 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.

CI is trading -23.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.1%, and the deepest was -41.5% 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 +0.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 43rd percentile — close to the gap it normally carries. Over the past year CI closed higher on 52% of sessions, and it is currently 6 sessions into a rising streak.

On October specifically: over 13 years of records, CI finished the month higher 7 of 13 times, with a median return of +1.4% and an average of +1.9%. Its strongest month historically has been November at +4.8% on average, its weakest September at -1.1%. 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: CI has opened more than 2% away from the prior close in 80 of 3,266 sessions (2.4% of the time), with the largest gaps running +9.1% and -17.3%. 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, CI moved an average of 2.8% in the session after earnings, closing higher 1 of those 3 times, with a median move of -2.5% and a largest of -3.2%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against CI's own 13-year history, not a peer group or index.