SMTC·Semtech Corporation

Realized volatility (21d)

80.5% 90th pct

Below its peak

-27.7%

vs 200-day average

+18.7%

Up days (1y)

52%

Semtech Corporation is currently running 80.5% annualised volatility over the last 21 sessions. Measured against SMTC's own 13 years of daily returns rather than a market-wide average, that is the 90th percentile — elevated for this stock, against a typical reading of 41.3%. 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.

SMTC is trading -27.7% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -32.1%, and the deepest was -71.5% 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 +18.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 70th percentile — a somewhat wider gap than its own norm. Over the past year SMTC closed higher on 52% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 14 years of records, SMTC finished the month higher 7 of 14 times, with a median return of -2.2% and an average of -4.9%. Its strongest month historically has been November at +9.9% on average, its weakest October at -4.9%. 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: SMTC has opened more than 2% away from the prior close in 355 of 3,268 sessions (10.9% of the time), with the largest gaps running +28.0% and -10.0%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,269 daily closes between 2013-10-16 and 2026-10-15, split-adjusted, recomputed daily. Percentiles are against SMTC's own 13-year history, not a peer group or index.