NEM·Newmont Corporation

Realized volatility (21d)

28.4% 37th pct

Below its peak

-14.6%

vs 200-day average

+2.9%

Up days (1y)

53%

Newmont Corporation is currently running 28.4% annualised volatility over the last 21 sessions. Measured against NEM's own 13 years of daily returns rather than a market-wide average, that is the 37th percentile — on the quiet side for this stock, against a typical reading of 32.2%. 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.

NEM is trading -14.6% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -30.9%, and the deepest was -55.8% in 2022. 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 +2.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 51st percentile — close to the gap it normally carries. Over the past year NEM closed higher on 53% of sessions, and it is currently 3 sessions into a falling streak.

On October specifically: over 14 years of records, NEM finished the month higher 8 of 14 times, with a median return of +0.4% and an average of -0.5%. Its strongest month historically has been April at +5.2% on average, its weakest September at -2.7%. 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: NEM has opened more than 2% away from the prior close in 140 of 3,268 sessions (4.3% of the time), with the largest gaps running +7.6% and -7.4%. 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, NEM moved an average of 3.1% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.2% and a largest of +7.2%.

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