MDLZ·Mondelez International, Inc.

Realized volatility (21d)

19.5% 58th pct

Below its peak

-21.6%

vs 200-day average

+4.1%

Up days (1y)

49%

Mondelez International, Inc. is currently running 19.5% annualised volatility over the last 21 sessions. Measured against MDLZ's own 13 years of daily returns rather than a market-wide average, that is the 58th percentile — close to its own typical level, against a typical reading of 18.3%. 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.

MDLZ is trading -21.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.8%, and the deepest was -28.8% 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 +4.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 66th percentile — a somewhat wider gap than its own norm. Over the past year MDLZ closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 13 years of records, MDLZ finished the month higher 5 of 13 times, with a median return of -0.3% and an average of -1.3%. Its strongest month historically has been April at +3.6% on average, its weakest September at -1.3%. 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: MDLZ has opened more than 2% away from the prior close in 47 of 3,268 sessions (1.4% of the time), with the largest gaps running +8.0% and -6.2%. 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, MDLZ moved an average of 3.1% in the session after earnings, closing higher 3 of those 3 times, with a median move of +2.5% and a largest of +4.8%.

All figures computed from 3,269 daily closes between 2013-09-05 and 2026-09-03, split-adjusted, recomputed daily. Percentiles are against MDLZ's own 13-year history, not a peer group or index.