LRCX·Lam Research Corporation

Realized volatility (21d)

59.4% 91st pct

Below its peak

-50.3%

vs 200-day average

-24.3%

Up days (1y)

49%

Lam Research Corporation is currently running 59.4% annualised volatility over the last 21 sessions. Measured against LRCX's own 13 years of daily returns rather than a market-wide average, that is the 91st percentile — an extreme by its own standards, against a typical reading of 34.8%.

LRCX is trading -50.3% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -26.9%, and the deepest was -56.8% 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 -24.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 1st percentile — a narrower gap than it typically runs. Over the past year LRCX closed higher on 49% of sessions, and it is currently 2 sessions into a falling streak.

On November specifically: over 13 years of records, LRCX finished the month higher 8 of 13 times, with a median return of +4.3% and an average of +6.5%. Its strongest month historically has been May at +8.3% on average, its weakest August at -2.0%.

Overnight risk is measurable too: LRCX has opened more than 2% away from the prior close in 192 of 3,268 sessions (5.9% of the time), with the largest gaps running +6.5% and -6.1%.

Across the last 4 dated reports on file, LRCX moved an average of 6.5% in the session after earnings, closing higher 1 of those 4 times, with a median move of -3.5% and a largest of +13.6%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against LRCX's own 13-year history, not a peer group or index.