TSEM·Tower Semiconductor Ltd.

Realized volatility (21d)

72.7% 91st pct

Below its peak

-27.8%

vs 200-day average

+14.5%

Up days (1y)

53%

Tower Semiconductor Ltd. is currently running 72.7% annualised volatility over the last 21 sessions. Measured against TSEM's own 13 years of daily returns rather than a market-wide average, that is the 91st percentile — an extreme by its own standards, against a typical reading of 38.3%. 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.

TSEM is trading -27.8% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -25.0%, and the deepest was -63.3% 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 +14.5% from its 200-day moving average. Against every other day in its history, that gap ranks at the 54th percentile — close to the gap it normally carries. Over the past year TSEM closed higher on 53% of sessions, and it is currently 3 sessions into a falling streak.

On October specifically: over 13 years of records, TSEM finished the month higher 8 of 13 times, with a median return of +2.6% and an average of +1.2%. Its strongest month historically has been November at +9.9% on average, its weakest March at -1.4%. 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: TSEM has opened more than 2% away from the prior close in 324 of 3,266 sessions (9.9% of the time), with the largest gaps running +15.4% and -14.3%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,267 daily closes between 2013-10-14 and 2026-10-09, split-adjusted, recomputed daily. Percentiles are against TSEM's own 13-year history, not a peer group or index.