MOS·The Mosaic Company

Realized volatility (21d)

45.1% 76th pct

Below its peak

-68.8%

vs 200-day average

+0.3%

Up days (1y)

45%

The Mosaic Company is currently running 45.1% annualised volatility over the last 21 sessions. Measured against MOS's own 13 years of daily returns rather than a market-wide average, that is the 76th percentile — elevated for this stock, against a typical reading of 36.0%. 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.

MOS is trading -68.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -40.5%, and the deepest was -66.9% 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 +0.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 62nd percentile — a somewhat wider gap than its own norm. Over the past year MOS closed higher on 45% of sessions, and it is currently 4 sessions into a falling streak.

On September specifically: over 13 years of records, MOS finished the month higher 5 of 13 times, with a median return of -3.1% and an average of -2.1%. Its strongest month historically has been July at +2.9% on average, its weakest March at -4.0%. 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: MOS has opened more than 2% away from the prior close in 136 of 3,267 sessions (4.2% of the time), with the largest gaps running +8.0% and -9.5%. 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, MOS moved an average of 3.6% in the session after earnings, closing higher 2 of those 3 times, with a median move of +2.8% and a largest of +5.0%.

All figures computed from 3,268 daily closes between 2013-09-16 and 2026-09-14, split-adjusted, recomputed daily. Percentiles are against MOS's own 13-year history, not a peer group or index.