EXE·Expand Energy Corporation

Realized volatility (21d)

22.8% 19th pct

Below its peak

-30.0%

vs 200-day average

-9.7%

Up days (1y)

49%

Expand Energy Corporation is currently running 22.8% annualised volatility over the last 21 sessions. Measured against EXE's own 6 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 31.9%.

EXE is trading -30.0% below its running peak. Across 6 full years on file, its median worst-drawdown-in-a-year was -24.3%, and the deepest was -27.5% 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 -9.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 15th percentile — a narrower gap than it typically runs. Over the past year EXE closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On November specifically: over 5 years of records, EXE finished the month higher 3 of 5 times, with a median return of +0.3% and an average of +2.8%. Its strongest month historically has been May at +4.9% on average, its weakest June at -4.7%.

Overnight risk is measurable too: EXE has opened more than 2% away from the prior close in 100 of 1,439 sessions (6.9% of the time), with the largest gaps running +6.6% and -5.8%.

Across the last 3 dated reports on file, EXE moved an average of 2.5% in the session after earnings, closing higher 1 of those 3 times, with a median move of -2.2% and a largest of -2.8%.

All figures computed from 1,440 daily closes between 2021-02-10 and 2026-11-04, split-adjusted, recomputed daily. Percentiles are against EXE's own 6-year history, not a peer group or index.