EMA·Emera Incorporated

Realized volatility (21d)

13.5% 32nd pct

Below its peak

-17.4%

vs 200-day average

-11.0%

Up days (1y)

51%

Emera Incorporated is currently running 13.5% annualised volatility over the last 21 sessions. Measured against EMA's own 13 years of daily returns rather than a market-wide average, that is the 32nd percentile — on the quiet side for this stock, against a typical reading of 15.5%. 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.

EMA is trading -17.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.8%, and the deepest was -36.3% 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 -11.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 7th percentile — a narrower gap than it typically runs. Over the past year EMA closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, EMA finished the month higher 4 of 13 times, with a median return of -1.1% and an average of +0.0%. Its strongest month historically has been March at +3.0% on average, its weakest September at -2.0%. 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: EMA has opened more than 2% away from the prior close in 271 of 3,266 sessions (8.3% of the time), with the largest gaps running +23.0% and -18.5%. 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 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against EMA's own 13-year history, not a peer group or index.