SMR·NuScale Power Corporation

Realized volatility (21d)

97.9% 55th pct

Below its peak

-84.4%

vs 200-day average

-34.7%

Up days (1y)

45%

NuScale Power Corporation is currently running 97.9% annualised volatility over the last 21 sessions. Measured against SMR's own 4 years of daily returns rather than a market-wide average, that is the 55th percentile — close to its own typical level, against a typical reading of 93.2%. 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.

SMR is trading -84.4% below its running peak. Across 3 full years on file, its median worst-drawdown-in-a-year was -73.4%, and the deepest was -81.4% in 2023. 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 -34.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 32nd percentile — close to the gap it normally carries. Over the past year SMR closed higher on 45% of sessions, and it is currently 6 sessions into a falling streak.

On September specifically: over 5 years of records, SMR finished the month higher 1 of 5 times, with a median return of -9.8% and an average of +0.8%. Its strongest month historically has been May at +24.9% on average, its weakest August at -11.9%. 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: SMR has opened more than 2% away from the prior close in 260 of 1,096 sessions (23.7% of the time), with the largest gaps running +19.3% and -18.9%. 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, SMR moved an average of 4.5% in the session after earnings, closing higher 3 of those 3 times, with a median move of +4.9% and a largest of +5.2%.

All figures computed from 1,097 daily closes between 2022-05-03 and 2026-09-16, split-adjusted, recomputed daily. Percentiles are against SMR's own 4-year history, not a peer group or index.