FICO·Fair Isaac Corporation

Realized volatility (21d)

103.2% 99th pct

Below its peak

-69.5%

vs 200-day average

-38.4%

Up days (1y)

49%

Fair Isaac Corporation is currently running 103.2% annualised volatility over the last 21 sessions. Measured against FICO's own 13 years of daily returns rather than a market-wide average, that is the 99th percentile — an extreme by its own standards, against a typical reading of 26.1%. 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.

FICO is trading -69.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -19.8%, and the deepest was -50.9% in 2020. 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 -38.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 0th percentile — a narrower gap than it typically runs. Over the past year FICO closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, FICO finished the month higher 9 of 14 times, with a median return of +3.0% and an average of +2.8%. Its strongest month historically has been November at +10.8% on average, its weakest September at -6.7%. 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: FICO has opened more than 2% away from the prior close in 126 of 3,268 sessions (3.9% of the time), with the largest gaps running +8.9% and -17.6%. 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, FICO moved an average of 6.7% in the session after earnings, closing higher 0 of those 3 times, with a median move of -7.7% and a largest of -9.3%.

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