LW·Lamb Weston Holdings, Inc.

Realized volatility (21d)

33.7% 73rd pct

Below its peak

-61.3%

vs 200-day average

-2.8%

Up days (1y)

51%

Lamb Weston Holdings, Inc. is currently running 33.7% annualised volatility over the last 21 sessions. Measured against LW's own 10 years of daily returns rather than a market-wide average, that is the 73rd percentile — a little above its own norm, against a typical reading of 25.7%. 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.

LW is trading -61.3% below its running peak. Across 9 full years on file, its median worst-drawdown-in-a-year was -28.8%, and the deepest was -53.1% 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 -2.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 42nd percentile — close to the gap it normally carries. Over the past year LW closed higher on 51% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 9 years of records, LW finished the month higher 5 of 9 times, with a median return of +6.1% and an average of +5.8%. Its strongest month historically has been October at +5.8% on average, its weakest March at -2.4%. 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: LW has opened more than 2% away from the prior close in 98 of 2,492 sessions (3.9% of the time), with the largest gaps running +7.9% and -40.2%. 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, LW moved an average of 4.1% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.9% and a largest of +7.9%.

All figures computed from 2,493 daily closes between 2016-11-01 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against LW's own 10-year history, not a peer group or index.