NBIX·Neurocrine Biosciences Inc.

Realized volatility (21d)

27.6% 21st pct

Below its peak

-28.6%

vs 200-day average

-8.5%

Up days (1y)

51%

Neurocrine Biosciences Inc. is currently running 27.6% annualised volatility over the last 21 sessions. Measured against NBIX's own 13 years of daily returns rather than a market-wide average, that is the 21st percentile — unusually subdued by its own history, against a typical reading of 37.3%. 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.

NBIX is trading -28.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -34.2%, and the deepest was -46.9% in 2018. 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 -8.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 19th percentile — a narrower gap than it typically runs. Over the past year NBIX closed higher on 51% of sessions, and it is currently 3 sessions into a falling streak.

On October specifically: over 14 years of records, NBIX finished the month higher 8 of 14 times, with a median return of +0.8% and an average of +0.4%. Its strongest month historically has been January at +11.8% on average, its weakest September at -3.8%. 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: NBIX has opened more than 2% away from the prior close in 191 of 3,268 sessions (5.8% of the time), with the largest gaps running +10.0% and -26.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against NBIX's own 13-year history, not a peer group or index.