MS·Morgan Stanley

Realized volatility (21d)

19.9% 25th pct

Below its peak

-17.8%

vs 200-day average

-2.0%

Up days (1y)

52%

Morgan Stanley is currently running 19.9% annualised volatility over the last 21 sessions. Measured against MS's own 13 years of daily returns rather than a market-wide average, that is the 25th percentile — on the quiet side for this stock, against a typical reading of 24.9%. 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.

MS is trading -17.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.8%, and the deepest was -49.9% 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 -2.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 28th percentile — a narrower gap than it typically runs. Over the past year MS closed higher on 52% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, MS finished the month higher 11 of 13 times, with a median return of +3.5% and an average of +3.3%. Its strongest month historically has been November at +7.8% on average, its weakest March at -4.1%. 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: MS has opened more than 2% away from the prior close in 83 of 3,267 sessions (2.5% of the time), with the largest gaps running +8.4% and -8.1%. 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, MS moved an average of 2.7% in the session after earnings, closing higher 0 of those 3 times, with a median move of -2.1% and a largest of -4.6%.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against MS's own 13-year history, not a peer group or index.