NYT·New York Times Company (The)

Realized volatility (21d)

47.4% 90th pct

Below its peak

-24.1%

vs 200-day average

-9.8%

Up days (1y)

57%

New York Times Company (The) is currently running 47.4% annualised volatility over the last 21 sessions. Measured against NYT's own 13 years of daily returns rather than a market-wide average, that is the 90th percentile — an extreme by its own standards, against a typical reading of 27.0%. 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.

NYT is trading -24.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -23.8%, and the deepest was -42.1% in 2022. 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 -9.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 10th percentile — a narrower gap than it typically runs. Over the past year NYT closed higher on 57% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, NYT finished the month higher 8 of 13 times, with a median return of +1.9% and an average of +2.8%. Its strongest month historically has been February at +5.8% on average, its weakest September at -3.0%. 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: NYT has opened more than 2% away from the prior close in 137 of 3,266 sessions (4.2% of the time), with the largest gaps running +20.1% and -10.1%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against NYT's own 13-year history, not a peer group or index.