CINF·Cincinnati Financial Corporation

Realized volatility (21d)

15.9% 33rd pct

Below its peak

-11.1%

vs 200-day average

+1.9%

Up days (1y)

55%

Cincinnati Financial Corporation is currently running 15.9% annualised volatility over the last 21 sessions. Measured against CINF's own 13 years of daily returns rather than a market-wide average, that is the 33rd percentile — on the quiet side for this stock, against a typical reading of 19.1%. 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.

CINF is trading -11.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -12.8%, and the deepest was -57.8% 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 +1.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 38th percentile — close to the gap it normally carries. Over the past year CINF closed higher on 55% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 14 years of records, CINF finished the month higher 5 of 14 times, with a median return of -0.8% and an average of -1.1%. Its strongest month historically has been November at +4.4% on average, its weakest April at -1.6%. 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: CINF has opened more than 2% away from the prior close in 105 of 3,268 sessions (3.2% of the time), with the largest gaps running +8.1% and -11.7%. 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, CINF moved an average of 1.0% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.5% and a largest of -2.3%.

All figures computed from 3,269 daily closes between 2013-09-16 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against CINF's own 13-year history, not a peer group or index.