FOXA·Fox Corporation

Realized volatility (21d)

27.1% 49th pct

Below its peak

-17.9%

vs 200-day average

-0.5%

Up days (1y)

53%

Fox Corporation is currently running 27.1% annualised volatility over the last 21 sessions. Measured against FOXA's own 7 years of daily returns rather than a market-wide average, that is the 49th percentile — close to its own typical level, against a typical reading of 27.5%. 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.

FOXA is trading -17.9% below its running peak. Across 7 full years on file, its median worst-drawdown-in-a-year was -22.1%, and the deepest was -49.1% 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 -0.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 39th percentile — close to the gap it normally carries. Over the past year FOXA closed higher on 53% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 7 years of records, FOXA finished the month higher 2 of 7 times, with a median return of -1.5% and an average of -1.7%. Its strongest month historically has been January at +5.7% on average, its weakest February at -4.2%. 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: FOXA has opened more than 2% away from the prior close in 120 of 1,907 sessions (6.3% of the time), with the largest gaps running +7.7% and -7.9%. 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, FOXA moved an average of 4.3% in the session after earnings, closing higher 1 of those 3 times, with a median move of -2.6% and a largest of -7.4%.

All figures computed from 1,908 daily closes between 2019-03-13 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against FOXA's own 8-year history, not a peer group or index.