NKE·NIKE, Inc.

Realized volatility (21d)

32.3% 76th pct

Below its peak

-77.5%

vs 200-day average

-12.6%

Up days (1y)

44%

NIKE, Inc. is currently running 32.3% annualised volatility over the last 21 sessions. Measured against NKE's own 13 years of daily returns rather than a market-wide average, that is the 76th percentile — elevated for this stock, against a typical reading of 22.8%.

NKE is trading -77.5% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -23.9%, and the deepest was -51.6% in 2026. 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 -12.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 18th percentile — a narrower gap than it typically runs. Over the past year NKE closed higher on 44% of sessions, and it is currently 1 session into a falling streak.

On November specifically: over 13 years of records, NKE finished the month higher 12 of 13 times, with a median return of +3.4% and an average of +5.1%. Its strongest month historically has been November at +5.1% on average, its weakest March at -5.3%.

Overnight risk is measurable too: NKE has opened more than 2% away from the prior close in 39 of 3,268 sessions (1.2% of the time), with the largest gaps running +5.0% and -5.8%.

Across the last 3 dated reports on file, NKE moved an average of 4.4% in the session after earnings, closing higher 3 of those 3 times, with a median move of +5.5% and a largest of +7.2%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against NKE's own 13-year history, not a peer group or index.