CINF·Cincinnati Financial Corporation

Realized volatility (21d)

17.7% 43rd pct

Below its peak

-13.7%

vs 200-day average

-1.0%

Up days (1y)

53%

Cincinnati Financial Corporation is currently running 17.7% 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 43rd percentile — close to its own typical level, 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 -13.7% 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 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 -1.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 25th percentile — a narrower gap than it typically runs. Over the past year CINF closed higher on 53% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, CINF finished the month higher 7 of 13 times, with a median return of +2.6% and an average of +1.6%. Its strongest month historically has been November at +4.4% on average, its weakest September at -1.7%. 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 3,267 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 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against CINF's own 13-year history, not a peer group or index.