JKHY·Jack Henry & Associates, Inc.

Realized volatility (21d)

35.0% 93rd pct

Below its peak

-26.6%

vs 200-day average

-3.0%

Up days (1y)

54%

Jack Henry & Associates, Inc. is currently running 35.0% annualised volatility over the last 21 sessions. Measured against JKHY's own 13 years of daily returns rather than a market-wide average, that is the 93rd percentile — an extreme by its own standards, against a typical reading of 18.4%. 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.

JKHY is trading -26.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.3%, and the deepest was -25.9% in 2020. 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 -3.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 22nd percentile — a narrower gap than it typically runs. Over the past year JKHY closed higher on 54% of sessions, and it is currently 2 sessions into a falling streak.

On September specifically: over 13 years of records, JKHY finished the month higher 5 of 13 times, with a median return of -2.8% and an average of -2.6%. Its strongest month historically has been November at +3.1% on average, its weakest September at -2.6%. 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: JKHY has opened more than 2% away from the prior close in 65 of 3,267 sessions (2.0% of the time), with the largest gaps running +10.4% and -8.9%. 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, JKHY moved an average of 4.5% in the session after earnings, closing higher 1 of those 3 times, with a median move of -2.9% and a largest of -5.4%.

All figures computed from 3,268 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against JKHY's own 13-year history, not a peer group or index.