STM·STMicroelectronics N.V.

Realized volatility (21d)

46.0% 72nd pct

Below its peak

-39.8%

vs 200-day average

+3.9%

Up days (1y)

53%

STMicroelectronics N.V. is currently running 46.0% annualised volatility over the last 21 sessions. Measured against STM's own 13 years of daily returns rather than a market-wide average, that is the 72nd percentile — a little above its own norm, against a typical reading of 37.6%. 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.

STM is trading -39.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -36.3%, and the deepest was -50.8% in 2018. 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 +3.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 49th percentile — close to the gap it normally carries. Over the past year STM closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On September specifically: over 14 years of records, STM finished the month higher 5 of 14 times, with a median return of -2.3% and an average of -1.0%. Its strongest month historically has been November at +6.6% on average, its weakest March at -2.5%. 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: STM has opened more than 2% away from the prior close in 498 of 3,268 sessions (15.2% of the time), with the largest gaps running +14.1% and -11.8%. 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 2013-09-16 and 2026-09-15, split-adjusted, recomputed daily. Percentiles are against STM's own 13-year history, not a peer group or index.