PCAR·PACCAR Inc

Realized volatility (21d)

17.4% 17th pct

Below its peak

-12.8%

vs 200-day average

+1.2%

Up days (1y)

43%

PACCAR Inc is currently running 17.4% annualised volatility over the last 21 sessions. Measured against PCAR's own 13 years of daily returns rather than a market-wide average, that is the 17th percentile — unusually subdued by its own history, against a typical reading of 23.3%. 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.

PCAR is trading -12.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -20.9%, and the deepest was -37.2% 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 +1.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 40th percentile — close to the gap it normally carries. Over the past year PCAR closed higher on 43% of sessions, and it is currently 1 session into a falling streak.

On September specifically: over 14 years of records, PCAR finished the month higher 4 of 14 times, with a median return of -1.1% and an average of -0.7%. Its strongest month historically has been November at +4.3% on average, its weakest March at -1.7%. 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: PCAR has opened more than 2% away from the prior close in 119 of 3,268 sessions (3.6% of the time), with the largest gaps running +5.9% and -7.9%. 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, PCAR moved an average of 1.8% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.1% and a largest of -2.5%.

All figures computed from 3,269 daily closes between 2013-09-16 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against PCAR's own 13-year history, not a peer group or index.