REGN·Regeneron Pharmaceuticals, Inc.

Realized volatility (21d)

26.0% 35th pct

Below its peak

-37.3%

vs 200-day average

+2.4%

Up days (1y)

49%

Regeneron Pharmaceuticals, Inc. is currently running 26.0% annualised volatility over the last 21 sessions. Measured against REGN's own 13 years of daily returns rather than a market-wide average, that is the 35th percentile — on the quiet side for this stock, against a typical reading of 28.7%. 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.

REGN is trading -37.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -27.5%, and the deepest was -41.5% in 2024. 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 +2.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 43rd percentile — close to the gap it normally carries. Over the past year REGN closed higher on 49% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, REGN finished the month higher 6 of 13 times, with a median return of -1.0% and an average of -0.3%. Its strongest month historically has been July at +5.3% on average, its weakest April 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: REGN has opened more than 2% away from the prior close in 112 of 3,267 sessions (3.4% of the time), with the largest gaps running +24.3% and -12.7%. 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, REGN moved an average of 3.5% in the session after earnings, closing higher 3 of those 3 times, with a median move of +3.8% and a largest of +4.1%.

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