PAG·Penske Automotive Group Inc.

Realized volatility (21d)

14.6% 2nd pct

Below its peak

-10.2%

vs 200-day average

+12.3%

Up days (1y)

47%

Penske Automotive Group Inc. is currently running 14.6% annualised volatility over the last 21 sessions. Measured against PAG's own 13 years of daily returns rather than a market-wide average, that is the 2nd percentile — unusually subdued by its own history, against a typical reading of 29.0%. 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.

PAG is trading -10.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -22.8%, and the deepest was -59.8% 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 +12.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 74th percentile — a somewhat wider gap than its own norm. Over the past year PAG closed higher on 47% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, PAG finished the month higher 6 of 13 times, with a median return of -1.9% and an average of -0.9%. Its strongest month historically has been April at +7.4% on average, its weakest March at -4.0%. 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: PAG has opened more than 2% away from the prior close in 180 of 3,267 sessions (5.5% of the time), with the largest gaps running +10.0% and -22.2%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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