KTOS·Kratos Defense and Security Solutions

Realized volatility (21d)

35.2% 22nd pct

Below its peak

-69.2%

vs 200-day average

-40.2%

Up days (1y)

43%

Kratos Defense and Security Solutions is currently running 35.2% annualised volatility over the last 21 sessions. Measured against KTOS'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 47.1%. 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.

KTOS is trading -69.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -34.6%, and the deepest was -58.6% in 2022. 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 -40.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 0th percentile — a narrower gap than it typically runs. Over the past year KTOS closed higher on 43% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, KTOS finished the month higher 6 of 14 times, with a median return of -4.1% and an average of -0.2%. Its strongest month historically has been May at +10.9% on average, its weakest November at -3.2%. 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: KTOS has opened more than 2% away from the prior close in 411 of 3,268 sessions (12.6% of the time), with the largest gaps running +16.7% and -13.4%. 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, KTOS moved an average of 2.8% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.1% and a largest of -6.1%.

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