L·Loews Corporation

Realized volatility (21d)

15.5% 38th pct

Below its peak

-9.2%

vs 200-day average

-0.5%

Up days (1y)

52%

Loews Corporation is currently running 15.5% annualised volatility over the last 21 sessions. Measured against L's own 13 years of daily returns rather than a market-wide average, that is the 38th percentile — on the quiet side for this stock, against a typical reading of 17.2%. 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.

L is trading -9.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.2%, and the deepest was -48.7% 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 -0.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 30th percentile — close to the gap it normally carries. Over the past year L closed higher on 52% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, L finished the month higher 8 of 13 times, with a median return of +1.4% and an average of +1.3%. Its strongest month historically has been November at +3.0% on average, its weakest September at -1.0%. 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: L has opened more than 2% away from the prior close in 124 of 3,267 sessions (3.8% of the time), with the largest gaps running +19.3% and -9.6%. 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, L moved an average of 0.8% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.2% and a largest of +1.3%.

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