DE·Deere & Company

Realized volatility (21d)

34.6% 84th pct

Below its peak

-8.2%

vs 200-day average

+9.9%

Up days (1y)

52%

Deere & Company is currently running 34.6% annualised volatility over the last 21 sessions. Measured against DE's own 13 years of daily returns rather than a market-wide average, that is the 84th percentile — elevated for this stock, against a typical reading of 24.3%. 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.

DE is trading -8.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -19.7%, and the deepest was -38.1% 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 +9.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 67th percentile — a somewhat wider gap than its own norm. Over the past year DE closed higher on 52% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 14 years of records, DE finished the month higher 9 of 14 times, with a median return of +2.9% and an average of +1.9%. Its strongest month historically has been November at +5.6% on average, its weakest May at -0.7%. 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: DE has opened more than 2% away from the prior close in 84 of 3,266 sessions (2.6% of the time), with the largest gaps running +9.4% and -5.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against DE's own 13-year history, not a peer group or index.