MCO·Moody's Corporation

Realized volatility (21d)

25.1% 67th pct

Below its peak

-12.9%

vs 200-day average

-0.7%

Up days (1y)

51%

Moody's Corporation is currently running 25.1% 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 67th percentile — a little above its own norm, against a typical reading of 21.1%. 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.

MCO is trading -12.9% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.0%, 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 -0.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 24th percentile — a narrower gap than it typically runs. Over the past year MCO closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 14 years of records, MCO finished the month higher 3 of 14 times, with a median return of -3.0% and an average of -3.3%. Its strongest month historically has been November at +5.8% on average, its weakest September at -3.3%. 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: MCO has opened more than 2% away from the prior close in 119 of 3,268 sessions (3.6% of the time), with the largest gaps running +6.9% and -14.6%. 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, MCO moved an average of 2.5% in the session after earnings, closing higher 0 of those 3 times, with a median move of -2.3% and a largest of -4.5%.

All figures computed from 3,269 daily closes between 2013-09-16 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against MCO's own 13-year history, not a peer group or index.