JEF·Jefferies Financial Group Inc.

Realized volatility (21d)

21.8% 30th pct

Below its peak

-46.6%

vs 200-day average

-15.6%

Up days (1y)

51%

Jefferies Financial Group Inc. is currently running 21.8% annualised volatility over the last 21 sessions. Measured against JEF's own 13 years of daily returns rather than a market-wide average, that is the 30th percentile — on the quiet side for this stock, 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.

JEF is trading -46.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.2%, and the deepest was -50.7% in 2025. 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 -15.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 10th percentile — a narrower gap than it typically runs. Over the past year JEF closed higher on 51% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, JEF finished the month higher 8 of 14 times, with a median return of +1.1% and an average of +0.5%. Its strongest month historically has been November at +5.7% on average, its weakest March 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: JEF has opened more than 2% away from the prior close in 243 of 3,268 sessions (7.4% of the time), with the largest gaps running +11.5% and -11.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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