TOL·Toll Brothers Inc.

Realized volatility (21d)

20.8% 11th pct

Below its peak

-19.3%

vs 200-day average

-6.2%

Up days (1y)

48%

Toll Brothers Inc. is currently running 20.8% annualised volatility over the last 21 sessions. Measured against TOL's own 13 years of daily returns rather than a market-wide average, that is the 11th percentile — unusually subdued by its own history, against a typical reading of 30.9%. 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.

TOL is trading -19.3% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -26.6%, and the deepest was -71.0% 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 -6.2% from its 200-day moving average. Against every other day in its history, that gap ranks at the 25th percentile — a narrower gap than it typically runs. Over the past year TOL closed higher on 48% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, TOL finished the month higher 6 of 13 times, with a median return of -1.2% and an average of -0.1%. Its strongest month historically has been November at +7.0% on average, its weakest March at -3.8%. 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: TOL has opened more than 2% away from the prior close in 215 of 3,267 sessions (6.6% of the time), with the largest gaps running +8.5% and -11.2%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-07 and 2026-10-05, split-adjusted, recomputed daily. Percentiles are against TOL's own 13-year history, not a peer group or index.