FCNCA·First Citizens BancShares, Inc.

Realized volatility (21d)

19.4% 25th pct

Below its peak

-6.4%

vs 200-day average

+7.9%

Up days (1y)

53%

First Citizens BancShares, Inc. is currently running 19.4% annualised volatility over the last 21 sessions. Measured against FCNCA's own 13 years of daily returns rather than a market-wide average, that is the 25th percentile — unusually subdued by its own history, against a typical reading of 24.9%. 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.

FCNCA is trading -6.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -19.1%, and the deepest was -47.5% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +7.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 56th percentile — a somewhat wider gap than its own norm. Over the past year FCNCA closed higher on 53% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 13 years of records, FCNCA finished the month higher 5 of 13 times, with a median return of -0.8% and an average of -2.6%. Its strongest month historically has been October at +7.3% on average, its weakest September at -2.6%. 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: FCNCA has opened more than 2% away from the prior close in 150 of 3,269 sessions (4.6% of the time), with the largest gaps running +24.5% and -10.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,270 daily closes between 2013-09-05 and 2026-09-04, split-adjusted, recomputed daily. Percentiles are against FCNCA's own 13-year history, not a peer group or index.