LW·Lamb Weston Holdings, Inc.

Realized volatility (21d)

45.5% 86th pct

Below its peak

-55.0%

vs 200-day average

+12.9%

Up days (1y)

51%

Lamb Weston Holdings, Inc. is currently running 45.5% 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 86th percentile — elevated for this stock, 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 -55.0% 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 +12.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 70th percentile — a somewhat wider gap than its own norm. Over the past year LW closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 10 years of records, LW finished the month higher 6 of 10 times, with a median return of +7.7% and an average of +7.8%. Its strongest month historically has been October at +7.8% 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 2,499 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 4 dated reports on file, LW moved an average of 3.1% in the session after earnings, closing higher 2 of those 4 times, with a median move of +0.9% and a largest of +7.9%.

All figures computed from 2,500 daily closes between 2016-11-01 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against LW's own 10-year history, not a peer group or index.