LDOS·Leidos Holdings, Inc.

Realized volatility (21d)

36.1% 83rd pct

Below its peak

-40.6%

vs 200-day average

-17.7%

Up days (1y)

47%

Leidos Holdings, Inc. is currently running 36.1% annualised volatility over the last 21 sessions. Measured against LDOS's own 13 years of daily returns rather than a market-wide average, that is the 83rd percentile — elevated for this stock, against a typical reading of 22.5%. 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.

LDOS is trading -40.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.9%, and the deepest was -44.0% 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 -17.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year LDOS closed higher on 47% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, LDOS finished the month higher 9 of 13 times, with a median return of +3.1% and an average of +4.4%. Its strongest month historically has been October at +4.4% on average, its weakest March 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: LDOS has opened more than 2% away from the prior close in 105 of 3,267 sessions (3.2% of the time), with the largest gaps running +10.3% and -26.1%. 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, LDOS moved an average of 3.4% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.7% and a largest of +5.2%.

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