LMT·Lockheed Martin Corporation

Realized volatility (21d)

14.6% 30th pct

Below its peak

-25.3%

vs 200-day average

-10.3%

Up days (1y)

49%

Lockheed Martin Corporation is currently running 14.6% annualised volatility over the last 21 sessions. Measured against LMT's own 13 years of daily returns rather than a market-wide average, that is the 30th percentile — on the quiet side for this stock, against a typical reading of 17.8%. 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.

LMT is trading -25.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.6%, and the deepest was -37.1% 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 -10.3% 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 LMT closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, LMT finished the month higher 6 of 14 times, with a median return of -0.5% and an average of +0.9%. Its strongest month historically has been January at +3.5% on average, its weakest June at -1.1%. 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: LMT has opened more than 2% away from the prior close in 43 of 3,268 sessions (1.3% of the time), with the largest gaps running +6.6% and -5.2%. 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, LMT moved an average of 2.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.4% and a largest of -3.2%.

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