STT·State Street Corporation

Realized volatility (21d)

21.9% 36th pct

Below its peak

-9.8%

vs 200-day average

+12.3%

Up days (1y)

57%

State Street Corporation is currently running 21.9% annualised volatility over the last 21 sessions. Measured against STT's own 13 years of daily returns rather than a market-wide average, that is the 36th percentile — on the quiet side for this stock, against a typical reading of 24.8%. 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.

STT is trading -9.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -24.0%, and the deepest was -48.0% 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 +12.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 69th percentile — a somewhat wider gap than its own norm. Over the past year STT closed higher on 57% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, STT finished the month higher 11 of 14 times, with a median return of +2.5% and an average of +3.1%. Its strongest month historically has been November at +5.7% on average, its weakest March at -2.9%. 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: STT has opened more than 2% away from the prior close in 142 of 3,268 sessions (4.3% of the time), with the largest gaps running +7.7% and -6.9%. 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, STT moved an average of 2.7% in the session after earnings, closing higher 1 of those 3 times, with a median move of -2.5% and a largest of -3.6%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against STT's own 13-year history, not a peer group or index.