WFC·Wells Fargo & Company

Realized volatility (21d)

25.7% 61st pct

Below its peak

-16.0%

vs 200-day average

-4.1%

Up days (1y)

55%

Wells Fargo & Company is currently running 25.7% annualised volatility over the last 21 sessions. Measured against WFC's own 13 years of daily returns rather than a market-wide average, that is the 61st percentile — a little above its own norm, against a typical reading of 22.4%. 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.

WFC is trading -16.0% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.5%, and the deepest was -61.0% 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 -4.1% from its 200-day moving average. Against every other day in its history, that gap ranks at the 31st percentile — close to the gap it normally carries. Over the past year WFC closed higher on 55% of sessions, and it is currently 1 session into a rising streak.

On October specifically: over 14 years of records, WFC finished the month higher 13 of 14 times, with a median return of +4.2% and an average of +4.4%. Its strongest month historically has been November at +6.0% on average, its weakest March at -5.4%. 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: WFC has opened more than 2% away from the prior close in 42 of 3,268 sessions (1.3% of the time), with the largest gaps running +6.2% and -4.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 4 dated reports on file, WFC moved an average of 1.0% in the session after earnings, closing higher 3 of those 4 times, with a median move of +0.1% and a largest of +2.2%.

All figures computed from 3,269 daily closes between 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against WFC's own 13-year history, not a peer group or index.