TRI·Thomson Reuters Corporation

Realized volatility (21d)

50.6% 95th pct

Below its peak

-54.9%

vs 200-day average

-2.3%

Up days (1y)

45%

Thomson Reuters Corporation is currently running 50.6% annualised volatility over the last 21 sessions. Measured against TRI'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 17.6%. 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.

TRI is trading -54.9% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -12.3%, and the deepest was -39.3% in 2025. 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 -2.3% from its 200-day moving average. Against every other day in its history, that gap ranks at the 23rd percentile — a narrower gap than it typically runs. Over the past year TRI closed higher on 45% of sessions, and it is currently 2 sessions into a falling streak.

On October specifically: over 13 years of records, TRI finished the month higher 9 of 13 times, with a median return of +1.8% and an average of +1.4%. Its strongest month historically has been July at +3.7% on average, its weakest September at -2.6%. 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: TRI has opened more than 2% away from the prior close in 83 of 3,267 sessions (2.5% of the time), with the largest gaps running +24.8% and -14.8%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

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