NWSA·News Corporation

Realized volatility (21d)

24.1% 49th pct

Below its peak

-7.5%

vs 200-day average

+9.0%

Up days (1y)

50%

News Corporation is currently running 24.1% annualised volatility over the last 21 sessions. Measured against NWSA's own 13 years of daily returns rather than a market-wide average, that is the 49th percentile — close to its own typical level, against a typical reading of 24.2%. 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.

NWSA is trading -7.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -23.2%, and the deepest was -45.1% 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 +9.0% from its 200-day moving average. Against every other day in its history, that gap ranks at the 75th percentile — a somewhat wider gap than its own norm. Over the past year NWSA closed higher on 50% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, NWSA finished the month higher 7 of 13 times, with a median return of +0.7% and an average of +1.0%. Its strongest month historically has been November at +3.8% on average, its weakest September at -2.2%. 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: NWSA has opened more than 2% away from the prior close in 190 of 3,267 sessions (5.8% of the time), with the largest gaps running +12.6% and -13.0%. 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, NWSA moved an average of 2.0% in the session after earnings, closing higher 2 of those 3 times, with a median move of +0.3% and a largest of -3.7%.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against NWSA's own 13-year history, not a peer group or index.