NWS·News Corporation

Realized volatility (21d)

20.2% 32nd pct

Below its peak

-7.5%

vs 200-day average

+7.7%

Up days (1y)

54%

News Corporation is currently running 20.2% annualised volatility over the last 21 sessions. Measured against NWS's own 13 years of daily returns rather than a market-wide average, that is the 32nd percentile — on the quiet side for this stock, against a typical reading of 24.3%. 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.

NWS is trading -7.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -22.0%, and the deepest was -46.6% 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 +7.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 70th percentile — a somewhat wider gap than its own norm. Over the past year NWS closed higher on 54% of sessions, and it is currently 6 sessions into a rising streak.

On October specifically: over 14 years of records, NWS finished the month higher 7 of 14 times, with a median return of +0.6% and an average of +0.3%. Its strongest month historically has been November at +4.2% on average, its weakest September at -2.3%. 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: NWS has opened more than 2% away from the prior close in 151 of 3,268 sessions (4.6% of the time), with the largest gaps running +35.2% and -10.7%. 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 NWS's own 13-year history, not a peer group or index.