ITUB·Itaú Unibanco Holding S.A.

Realized volatility (21d)

58.2% 90th pct

Below its peak

-19.9%

vs 200-day average

+19.4%

Up days (1y)

53%

Itaú Unibanco Holding S.A. is currently running 58.2% annualised volatility over the last 21 sessions. Measured against ITUB's own 13 years of daily returns rather than a market-wide average, that is the 90th percentile — an extreme by its own standards, against a typical reading of 34.3%. 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.

ITUB is trading -19.9% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -31.8%, and the deepest was -60.7% 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 +19.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 86th percentile — a wider gap than this stock usually carries. Over the past year ITUB closed higher on 53% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, ITUB finished the month higher 10 of 13 times, with a median return of +2.5% and an average of +3.7%. Its strongest month historically has been January at +6.0% on average, its weakest November at -2.9%. 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: ITUB has opened more than 2% away from the prior close in 371 of 3,267 sessions (11.4% of the time), with the largest gaps running +33.2% and -23.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against ITUB's own 13-year history, not a peer group or index.