CZR·Caesars Entertainment, Inc.

Realized volatility (21d)

6.0% 0th pct

Below its peak

-75.2%

vs 200-day average

+11.3%

Up days (1y)

51%

Caesars Entertainment, Inc. is currently running 6.0% annualised volatility over the last 21 sessions. Measured against CZR's own 12 years of daily returns rather than a market-wide average, that is the 0th percentile — unusually subdued by its own history, against a typical reading of 41.3%. 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.

CZR is trading -75.2% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -33.5%, and the deepest was -88.9% 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 +11.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 54th percentile — close to the gap it normally carries. Over the past year CZR closed higher on 51% of sessions, and it is currently 4 sessions into a rising streak.

On September specifically: over 12 years of records, CZR finished the month higher 8 of 12 times, with a median return of +4.6% and an average of +2.8%. Its strongest month historically has been April at +10.8% on average, its weakest March at -6.4%. 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: CZR has opened more than 2% away from the prior close in 275 of 3,012 sessions (9.1% of the time), with the largest gaps running +12.9% and -14.2%. 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, CZR moved an average of 3.5% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.7% and a largest of +8.6%.

All figures computed from 3,013 daily closes between 2014-09-22 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against CZR's own 12-year history, not a peer group or index.