RGA·Reinsurance Group of America Incorporated

Realized volatility (21d)

22.2% 57th pct

Below its peak

-2.7%

vs 200-day average

+14.6%

Up days (1y)

52%

Reinsurance Group of America Incorporated is currently running 22.2% annualised volatility over the last 21 sessions. Measured against RGA's own 13 years of daily returns rather than a market-wide average, that is the 57th percentile — close to its own typical level, against a typical reading of 20.0%. 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.

RGA is trading -2.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -16.0%, and the deepest was -65.2% 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 +14.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 85th percentile — a wider gap than this stock usually carries. Over the past year RGA closed higher on 52% of sessions, and it is currently 2 sessions into a rising streak.

On October specifically: over 13 years of records, RGA finished the month higher 9 of 13 times, with a median return of +3.4% and an average of +2.2%. Its strongest month historically has been November at +3.4% on average, its weakest June at -2.8%. 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: RGA has opened more than 2% away from the prior close in 139 of 3,267 sessions (4.3% of the time), with the largest gaps running +19.3% and -18.0%. 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 RGA's own 13-year history, not a peer group or index.