SNA·Snap-on Incorporated

Realized volatility (21d)

11.7% 5th pct

Below its peak

-13.3%

vs 200-day average

-4.2%

Up days (1y)

50%

Snap-on Incorporated is currently running 11.7% annualised volatility over the last 21 sessions. Measured against SNA's own 13 years of daily returns rather than a market-wide average, that is the 5th percentile — unusually subdued by its own history, against a typical reading of 21.1%. 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.

SNA is trading -13.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.2%, and the deepest was -43.8% 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 -4.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 16th percentile — a narrower gap than it typically runs. Over the past year SNA closed higher on 50% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 13 years of records, SNA finished the month higher 10 of 13 times, with a median return of +5.9% and an average of +4.1%. Its strongest month historically has been November at +4.7% on average, its weakest March at -1.2%. 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: SNA has opened more than 2% away from the prior close in 91 of 3,267 sessions (2.8% of the time), with the largest gaps running +15.9% 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, SNA moved an average of 2.0% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.6% and a largest of -3.2%.

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