FN·Fabrinet

Realized volatility (21d)

58.3% 81st pct

Below its peak

-42.2%

vs 200-day average

-19.9%

Up days (1y)

51%

Fabrinet is currently running 58.3% annualised volatility over the last 21 sessions. Measured against FN's own 13 years of daily returns rather than a market-wide average, that is the 81st percentile — elevated for this stock, against a typical reading of 37.1%. 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.

FN is trading -42.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -30.7%, and the deepest was -43.0% in 2017. 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 -19.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year FN closed higher on 51% of sessions, and it is currently 5 sessions into a falling streak.

On October specifically: over 14 years of records, FN finished the month higher 7 of 14 times, with a median return of +0.2% and an average of +3.5%. Its strongest month historically has been June at +5.7% on average, its weakest April at -0.3%. 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: FN has opened more than 2% away from the prior close in 249 of 3,268 sessions (7.6% of the time), with the largest gaps running +10.0% and -16.7%. 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, FN moved an average of 8.7% in the session after earnings, closing higher 1 of those 3 times, with a median move of -7.3% and a largest of -13.6%.

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