DIS·The Walt Disney Company

Realized volatility (21d)

20.5% 48th pct

Below its peak

-46.5%

vs 200-day average

+4.7%

Up days (1y)

49%

The Walt Disney Company is currently running 20.5% annualised volatility over the last 21 sessions. Measured against DIS's own 13 years of daily returns rather than a market-wide average, that is the 48th percentile — close to its own typical level, against a typical reading of 21.0%. 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.

DIS is trading -46.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -25.4%, and the deepest was -46.6% in 2022. 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 +4.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 63rd percentile — a somewhat wider gap than its own norm. Over the past year DIS closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 14 years of records, DIS finished the month higher 8 of 14 times, with a median return of +0.2% and an average of +2.0%. Its strongest month historically has been November at +4.7% on average, its weakest March at -3.2%. 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: DIS has opened more than 2% away from the prior close in 35 of 3,268 sessions (1.1% of the time), with the largest gaps running +6.2% and -3.9%. 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, DIS moved an average of 1.5% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.9% and a largest of +2.9%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against DIS's own 13-year history, not a peer group or index.