FDS·FactSet Research Systems Inc.

Realized volatility (21d)

39.1% 91st pct

Below its peak

-39.1%

vs 200-day average

+21.3%

Up days (1y)

51%

FactSet Research Systems Inc. is currently running 39.1% annualised volatility over the last 21 sessions. Measured against FDS's own 13 years of daily returns rather than a market-wide average, that is the 91st percentile — an extreme by its own standards, against a typical reading of 20.2%. 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.

FDS is trading -39.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.8%, and the deepest was -46.7% in 2025. 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 +21.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 95th percentile — a wider gap than this stock usually carries. Over the past year FDS closed higher on 51% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, FDS finished the month higher 7 of 14 times, with a median return of +2.0% and an average of +2.5%. Its strongest month historically has been November at +5.0% on average, its weakest September at -3.7%. 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: FDS has opened more than 2% away from the prior close in 86 of 3,268 sessions (2.6% of the time), with the largest gaps running +5.9% and -11.9%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 4 dated reports on file, FDS moved an average of 3.4% in the session after earnings, closing higher 4 of those 4 times, with a median move of +3.0% and a largest of +5.7%.

All figures computed from 3,269 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against FDS's own 13-year history, not a peer group or index.