EPAM·EPAM Systems, Inc.

Realized volatility (21d)

42.8% 74th pct

Below its peak

-84.7%

vs 200-day average

-15.8%

Up days (1y)

47%

EPAM Systems, Inc. is currently running 42.8% annualised volatility over the last 21 sessions. Measured against EPAM's own 13 years of daily returns rather than a market-wide average, that is the 74th percentile — a little above its own norm, against a typical reading of 31.3%. 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.

EPAM is trading -84.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -29.2%, and the deepest was -73.4% 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 -15.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 20th percentile — a narrower gap than it typically runs. Over the past year EPAM closed higher on 47% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, EPAM finished the month higher 6 of 13 times, with a median return of -2.9% and an average of +0.1%. Its strongest month historically has been November at +8.0% on average, its weakest February at -4.8%. 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: EPAM has opened more than 2% away from the prior close in 198 of 3,267 sessions (6.1% of the time), with the largest gaps running +10.0% and -12.6%. 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, EPAM moved an average of 2.0% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.0% and a largest of -3.8%.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against EPAM's own 13-year history, not a peer group or index.