TJX·The TJX Companies, Inc.

Realized volatility (21d)

20.6% 59th pct

Below its peak

-15.9%

vs 200-day average

-6.9%

Up days (1y)

48%

The TJX Companies, Inc. is currently running 20.6% annualised volatility over the last 21 sessions. Measured against TJX's own 13 years of daily returns rather than a market-wide average, that is the 59th percentile — close to its own typical level, against a typical reading of 19.1%. 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.

TJX is trading -15.9% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.1%, and the deepest was -41.5% 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 -6.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 8th percentile — a narrower gap than it typically runs. Over the past year TJX closed higher on 48% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, TJX finished the month higher 6 of 14 times, with a median return of -0.7% and an average of +1.3%. Its strongest month historically has been November at +5.7% on average, its weakest March at -1.7%. 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: TJX has opened more than 2% away from the prior close in 75 of 3,268 sessions (2.3% of the time), with the largest gaps running +6.9% and -6.0%. 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 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against TJX's own 13-year history, not a peer group or index.