LITE·Lumentum Holdings Inc.

Realized volatility (21d)

128.6% 99th pct

Below its peak

-47.3%

vs 200-day average

-25.9%

Up days (1y)

53%

Lumentum Holdings Inc. is currently running 128.6% annualised volatility over the last 21 sessions. Measured against LITE's own 11 years of daily returns rather than a market-wide average, that is the 99th percentile — an extreme by its own standards, against a typical reading of 46.6%.

LITE is trading -47.3% below its running peak. Across 11 full years on file, its median worst-drawdown-in-a-year was -38.5%, and the deepest was -54.4% 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 -25.9% 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 LITE closed higher on 53% of sessions, and it is currently 6 sessions into a falling streak.

On November specifically: over 11 years of records, LITE finished the month higher 8 of 11 times, with a median return of +10.7% and an average of +10.6%. Its strongest month historically has been November at +10.6% on average, its weakest April at -4.0%.

Overnight risk is measurable too: LITE has opened more than 2% away from the prior close in 323 of 2,838 sessions (11.4% of the time), with the largest gaps running +36.4% and -37.4%.

All figures computed from 2,839 daily closes between 2015-07-23 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against LITE's own 11-year history, not a peer group or index.