CRS·Carpenter Technology Corporation

Realized volatility (21d)

19.7% 7th pct

Below its peak

-38.3%

vs 200-day average

-14.2%

Up days (1y)

50%

Carpenter Technology Corporation is currently running 19.7% annualised volatility over the last 21 sessions. Measured against CRS's own 13 years of daily returns rather than a market-wide average, that is the 7th percentile — unusually subdued by its own history, against a typical reading of 38.6%. 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.

CRS is trading -38.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -32.7%, and the deepest was -69.9% 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 -14.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 18th percentile — a narrower gap than it typically runs. Over the past year CRS closed higher on 50% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, CRS finished the month higher 5 of 13 times, with a median return of -2.7% and an average of -0.8%. Its strongest month historically has been February at +8.9% on average, its weakest March at -5.8%. 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: CRS has opened more than 2% away from the prior close in 371 of 3,267 sessions (11.4% of the time), with the largest gaps running +10.2% and -12.9%. 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 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against CRS's own 13-year history, not a peer group or index.