GL·Globe Life Inc.

Realized volatility (21d)

12.7% 22nd pct

Below its peak

-11.7%

vs 200-day average

+4.0%

Up days (1y)

53%

Globe Life Inc. is currently running 12.7% annualised volatility over the last 21 sessions. Measured against GL's own 13 years of daily returns rather than a market-wide average, that is the 22nd percentile — unusually subdued by its own history, against a typical reading of 18.3%. 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.

GL is trading -11.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.6%, and the deepest was -55.9% in 2024. 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 +4.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 48th percentile — close to the gap it normally carries. Over the past year GL closed higher on 53% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, GL finished the month higher 8 of 13 times, with a median return of +1.8% and an average of +1.9%. Its strongest month historically has been November at +4.5% on average, its weakest March at -2.7%. 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: GL has opened more than 2% away from the prior close in 118 of 3,266 sessions (3.6% of the time), with the largest gaps running +9.3% and -17.4%. 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, GL moved an average of 3.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.5% and a largest of -6.9%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against GL's own 13-year history, not a peer group or index.