SNOW·Snowflake Inc.

Realized volatility (21d)

23.9% 1st pct

Below its peak

-15.8%

vs 200-day average

+47.9%

Up days (1y)

51%

Snowflake Inc. is currently running 23.9% annualised volatility over the last 21 sessions. Measured against SNOW's own 6 years of daily returns rather than a market-wide average, that is the 1st percentile — unusually subdued by its own history, against a typical reading of 50.5%. 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.

SNOW is trading -15.8% below its running peak. Across 5 full years on file, its median worst-drawdown-in-a-year was -40.0%, and the deepest was -65.6% 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 +47.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 97th percentile — a wider gap than this stock usually carries. Over the past year SNOW closed higher on 51% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 6 years of records, SNOW finished the month higher 4 of 6 times, with a median return of +2.9% and an average of +5.0%. Its strongest month historically has been May at +13.9% on average, its weakest March at -10.5%. 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: SNOW has opened more than 2% away from the prior close in 62 of 1,520 sessions (4.1% of the time), with the largest gaps running +4.0% and -7.5%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 4 dated reports on file, SNOW moved an average of 2.9% in the session after earnings, closing higher 1 of those 4 times, with a median move of -2.0% and a largest of -5.7%.

All figures computed from 1,521 daily closes between 2020-09-16 and 2026-10-06, split-adjusted, recomputed daily. Percentiles are against SNOW's own 6-year history, not a peer group or index.