ROK·Rockwell Automation, Inc.

Realized volatility (21d)

20.8% 34th pct

Below its peak

-13.5%

vs 200-day average

+1.8%

Up days (1y)

52%

Rockwell Automation, Inc. is currently running 20.8% annualised volatility over the last 21 sessions. Measured against ROK's own 13 years of daily returns rather than a market-wide average, that is the 34th percentile — on the quiet side for this stock, against a typical reading of 24.4%. 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.

ROK is trading -13.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -23.5%, and the deepest was -44.3% in 2022. 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 +1.8% from its 200-day moving average. Against every other day in its history, that gap ranks at the 41st percentile — close to the gap it normally carries. Over the past year ROK closed higher on 52% of sessions, and it is currently 4 sessions into a falling streak.

On October specifically: over 13 years of records, ROK finished the month higher 10 of 13 times, with a median return of +5.5% and an average of +3.5%. Its strongest month historically has been November at +4.5% on average, its weakest March at -1.6%. 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: ROK has opened more than 2% away from the prior close in 145 of 3,266 sessions (4.4% of the time), with the largest gaps running +10.2% and -10.2%. 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, ROK moved an average of 2.5% in the session after earnings, closing higher 2 of those 3 times, with a median move of +1.1% and a largest of +4.5%.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against ROK's own 13-year history, not a peer group or index.