LAMR·Lamar Advertising Company Class A

Realized volatility (21d)

9.7% 1st pct

Below its peak

-12.7%

vs 200-day average

+1.0%

Up days (1y)

54%

Lamar Advertising Company Class A is currently running 9.7% annualised volatility over the last 21 sessions. Measured against LAMR's own 13 years of daily returns rather than a market-wide average, that is the 1st percentile — unusually subdued by its own history, against a typical reading of 20.3%. 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.

LAMR is trading -12.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -18.3%, and the deepest was -66.4% 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 +1.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 35th percentile — close to the gap it normally carries. Over the past year LAMR closed higher on 54% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, LAMR finished the month higher 6 of 13 times, with a median return of -1.4% and an average of +0.2%. Its strongest month historically has been November at +6.8% on average, its weakest March at -2.7%. 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: LAMR has opened more than 2% away from the prior close in 126 of 3,267 sessions (3.9% of the time), with the largest gaps running +15.0% and -13.8%. 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 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against LAMR's own 13-year history, not a peer group or index.