EMN·Eastman Chemical Company

Realized volatility (21d)

19.0% 19th pct

Below its peak

-51.8%

vs 200-day average

-11.8%

Up days (1y)

48%

Eastman Chemical Company is currently running 19.0% annualised volatility over the last 21 sessions. Measured against EMN's own 13 years of daily returns rather than a market-wide average, that is the 19th percentile — unusually subdued by its own history, against a typical reading of 26.7%. 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.

EMN is trading -51.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -24.5%, and the deepest was -50.9% 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 -11.8% 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 EMN closed higher on 48% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, EMN finished the month higher 8 of 13 times, with a median return of +1.5% and an average of +0.6%. Its strongest month historically has been November at +4.0% on average, its weakest September at -3.0%. 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: EMN has opened more than 2% away from the prior close in 153 of 3,266 sessions (4.7% of the time), with the largest gaps running +11.1% and -16.0%. 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, EMN moved an average of 3.6% in the session after earnings, closing higher 2 of those 3 times, with a median move of +4.0% and a largest of +6.6%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against EMN's own 13-year history, not a peer group or index.