MS·Morgan Stanley

Realized volatility (21d)

18.1% 15th pct

Below its peak

-18.8%

vs 200-day average

-3.3%

Up days (1y)

53%

Morgan Stanley is currently running 18.1% 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 15th percentile — unusually subdued by its own history, 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 -18.8% 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 -3.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 25th percentile — a narrower gap than it typically runs. Over the past year MS closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, MS finished the month higher 11 of 14 times, with a median return of +2.8% and an average of +2.7%. 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 3,268 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 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against MS's own 13-year history, not a peer group or index.