MSCI·MSCI Inc.

Realized volatility (21d)

23.6% 52nd pct

Below its peak

-18.2%

vs 200-day average

-3.6%

Up days (1y)

49%

MSCI Inc. is currently running 23.6% annualised volatility over the last 21 sessions. Measured against MSCI's own 13 years of daily returns rather than a market-wide average, that is the 52nd percentile — close to its own typical level, against a typical reading of 23.3%. 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.

MSCI is trading -18.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.4%, and the deepest was -36.4% in 2022. 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 -3.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 14th percentile — a narrower gap than it typically runs. Over the past year MSCI closed higher on 49% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, MSCI finished the month higher 8 of 13 times, with a median return of +0.3% and an average of +1.6%. Its strongest month historically has been July at +6.1% on average, its weakest September at -2.9%. 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: MSCI has opened more than 2% away from the prior close in 121 of 3,267 sessions (3.7% of the time), with the largest gaps running +10.8% and -11.3%. 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, MSCI moved an average of 1.4% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.3% and a largest of +1.8%.

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