PEG·Public Service Enterprise Group Incorporated

Realized volatility (21d)

25.8% 86th pct

Below its peak

-25.4%

vs 200-day average

-10.3%

Up days (1y)

51%

Public Service Enterprise Group Incorporated is currently running 25.8% annualised volatility over the last 21 sessions. Measured against PEG's own 13 years of daily returns rather than a market-wide average, that is the 86th percentile — elevated for this stock, against a typical reading of 18.7%. 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.

PEG is trading -25.4% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -15.7%, and the deepest was -40.3% in 2020. 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 -10.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 4th percentile — a narrower gap than it typically runs. Over the past year PEG closed higher on 51% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, PEG finished the month higher 10 of 13 times, with a median return of +1.9% and an average of +3.1%. Its strongest month historically has been October at +3.1% on average, its weakest December at -0.8%. 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: PEG has opened more than 2% away from the prior close in 62 of 3,267 sessions (1.9% of the time), with the largest gaps running +9.6% and -13.2%. 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, PEG moved an average of 0.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.4% and a largest of -1.0%.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against PEG's own 13-year history, not a peer group or index.