YUM·Yum! Brands, Inc.

Realized volatility (21d)

29.5% 87th pct

Below its peak

-2.9%

vs 200-day average

+6.4%

Up days (1y)

51%

Yum! Brands, Inc. is currently running 29.5% annualised volatility over the last 21 sessions. Measured against YUM's own 13 years of daily returns rather than a market-wide average, that is the 87th percentile — elevated for this stock, against a typical reading of 19.5%.

YUM is trading -2.9% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -18.1%, and the deepest was -45.9% 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 +6.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 61st percentile — a somewhat wider gap than its own norm. Over the past year YUM closed higher on 51% of sessions, and it is currently 1 session into a falling streak.

On November specifically: over 13 years of records, YUM finished the month higher 12 of 13 times, with a median return of +5.0% and an average of +6.1%. Its strongest month historically has been November at +6.1% on average, its weakest September at -2.0%.

Overnight risk is measurable too: YUM has opened more than 2% away from the prior close in 90 of 3,268 sessions (2.8% of the time), with the largest gaps running +13.9% and -7.0%.

Across the last 3 dated reports on file, YUM moved an average of 3.4% in the session after earnings, closing higher 1 of those 3 times, with a median move of -1.9% and a largest of +5.9%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against YUM's own 13-year history, not a peer group or index.