MCO·Moody's Corporation

Realized volatility (21d)

26.4% 73rd pct

Below its peak

-2.1%

vs 200-day average

+13.2%

Up days (1y)

51%

Moody's Corporation is currently running 26.4% annualised volatility over the last 21 sessions. Measured against MCO's own 13 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 21.3%.

MCO is trading -2.1% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -16.7%, and the deepest was -41.0% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +13.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 74th percentile — a somewhat wider gap than its own norm. Over the past year MCO closed higher on 51% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, MCO finished the month higher 12 of 13 times, with a median return of +5.8% and an average of +5.7%. Its strongest month historically has been November at +5.7% on average, its weakest September at -3.8%.

Overnight risk is measurable too: MCO has opened more than 2% away from the prior close in 119 of 3,267 sessions (3.6% of the time), with the largest gaps running +6.9% and -14.6%.

Across the last 4 dated reports on file, MCO moved an average of 2.5% in the session after earnings, closing higher 1 of those 4 times, with a median move of -1.5% and a largest of -4.5%.

All figures computed from 3,268 daily closes between 2013-11-06 and 2026-11-04, split-adjusted, recomputed daily. Percentiles are against MCO's own 13-year history, not a peer group or index.