NDAQ·Nasdaq, Inc.

Realized volatility (21d)

19.3% 48th pct

Below its peak

-7.0%

vs 200-day average

+3.7%

Up days (1y)

52%

Nasdaq, Inc. is currently running 19.3% annualised volatility over the last 21 sessions. Measured against NDAQ's own 13 years of daily returns rather than a market-wide average, that is the 48th percentile — close to its own typical level, against a typical reading of 19.7%. 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.

NDAQ is trading -7.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -14.0%, and the deepest was -36.5% 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 +3.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 32nd percentile — close to the gap it normally carries. Over the past year NDAQ closed higher on 52% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, NDAQ finished the month higher 9 of 14 times, with a median return of +2.4% and an average of +2.2%. Its strongest month historically has been July at +7.0% on average, its weakest September at -3.3%. 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: NDAQ has opened more than 2% away from the prior close in 107 of 3,268 sessions (3.3% of the time), with the largest gaps running +19.5% and -9.7%. 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, NDAQ moved an average of 1.9% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.7% and a largest of +2.6%.

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