EMR·Emerson Electric Co.

Realized volatility (21d)

19.6% 31st pct

Below its peak

-0.2%

vs 200-day average

+12.7%

Up days (1y)

53%

Emerson Electric Co. is currently running 19.6% annualised volatility over the last 21 sessions. Measured against EMR's own 13 years of daily returns rather than a market-wide average, that is the 31st percentile — on the quiet side for this stock, against a typical reading of 23.4%. 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.

EMR is at its running peak. Across 12 full years on file its median worst-drawdown-in-a-year was -21.8%, with the deepest at -51.1% in 2020 — so highs have historically been given back before they were extended.

Price sits +12.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 84th percentile — a wider gap than this stock usually carries. Over the past year EMR closed higher on 53% of sessions, and it is currently 4 sessions into a rising streak.

On October specifically: over 14 years of records, EMR finished the month higher 10 of 14 times, with a median return of +2.7% and an average of +2.0%. Its strongest month historically has been November at +3.4% on average, its weakest March at -1.8%. 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: EMR has opened more than 2% away from the prior close in 119 of 3,268 sessions (3.6% of the time), with the largest gaps running +8.8% and -10.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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