MOD·Modine Manufacturing Company

Realized volatility (21d)

85.8% 92nd pct

Below its peak

-41.1%

vs 200-day average

-15.5%

Up days (1y)

53%

Modine Manufacturing Company is currently running 85.8% annualised volatility over the last 21 sessions. Measured against MOD's own 13 years of daily returns rather than a market-wide average, that is the 92nd percentile — an extreme by its own standards, against a typical reading of 43.4%. 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.

MOD is trading -41.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -38.5%, and the deepest was -67.3% 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 -15.5% 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 MOD closed higher on 53% of sessions, and it is currently 3 sessions into a falling streak.

On October specifically: over 13 years of records, MOD finished the month higher 7 of 13 times, with a median return of +0.6% and an average of +0.7%. Its strongest month historically has been May at +8.7% on average, its weakest March at -5.5%. 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: MOD has opened more than 2% away from the prior close in 359 of 3,266 sessions (11.0% of the time), with the largest gaps running +17.6% and -33.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against MOD's own 13-year history, not a peer group or index.