WAB·Westinghouse Air Brake Technologies Corporation

Realized volatility (21d)

18.3% 23rd pct

Below its peak

-6.0%

vs 200-day average

+8.7%

Up days (1y)

52%

Westinghouse Air Brake Technologies Corporation is currently running 18.3% annualised volatility over the last 21 sessions. Measured against WAB's own 13 years of daily returns rather than a market-wide average, that is the 23rd percentile — unusually subdued by its own history, against a typical reading of 25.2%. 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.

WAB is trading -6.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -21.2%, and the deepest was -49.7% 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 +8.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 58th percentile — a somewhat wider gap than its own norm. Over the past year WAB closed higher on 52% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 13 years of records, WAB finished the month higher 9 of 13 times, with a median return of +1.3% and an average of -0.0%. Its strongest month historically has been November at +6.0% on average, its weakest December at -1.1%. 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: WAB has opened more than 2% away from the prior close in 130 of 3,267 sessions (4.0% of the time), with the largest gaps running +7.0% and -17.7%. 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, WAB moved an average of 2.0% in the session after earnings, closing higher 2 of those 3 times, with a median move of +2.8% and a largest of +3.0%.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against WAB's own 13-year history, not a peer group or index.