CNH·CNH Industrial N.V.

Realized volatility (21d)

38.7% 72nd pct

Below its peak

-26.1%

vs 200-day average

+19.5%

Up days (1y)

49%

CNH Industrial N.V. is currently running 38.7% annualised volatility over the last 21 sessions. Measured against CNH's own 13 years of daily returns rather than a market-wide average, that is the 72nd percentile — a little above its own norm, against a typical reading of 31.9%. 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.

CNH is trading -26.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -33.3%, and the deepest was -54.6% 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 +19.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 88th percentile — a wider gap than this stock usually carries. Over the past year CNH closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, CNH finished the month higher 8 of 13 times, with a median return of +2.1% and an average of +1.6%. Its strongest month historically has been November at +4.4% on average, its weakest May at -3.0%. 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: CNH has opened more than 2% away from the prior close in 532 of 3,267 sessions (16.3% of the time), with the largest gaps running +10.1% and -17.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against CNH's own 13-year history, not a peer group or index.