SNX·TD SYNNEX Corporation

Realized volatility (21d)

55.7% 95th pct

Below its peak

-8.5%

vs 200-day average

+25.3%

Up days (1y)

56%

TD SYNNEX Corporation is currently running 55.7% annualised volatility over the last 21 sessions. Measured against SNX's own 13 years of daily returns rather than a market-wide average, that is the 95th percentile — an extreme by its own standards, against a typical reading of 27.4%. 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.

SNX is trading -8.5% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -22.8%, and the deepest was -56.1% 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 +25.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 93rd percentile — a wider gap than this stock usually carries. Over the past year SNX closed higher on 56% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 13 years of records, SNX finished the month higher 6 of 13 times, with a median return of -1.0% and an average of -0.2%. Its strongest month historically has been November at +5.4% on average, its weakest March at -4.0%. 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: SNX has opened more than 2% away from the prior close in 158 of 3,266 sessions (4.8% of the time), with the largest gaps running +12.7% and -48.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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