NVIDIA (NVDA): 20-day volatility 1.395% daily (2nd pct)
On 2026-10-12, NVIDIA (NVDA) closed at 226.32 USD, down 1.29% on the day. At the 2026-10-12 close, NVIDIA (NVDA) traded at 78.4% of its 52-week range. At the 2026-10-12 close, NVIDIA (NVDA) had an RSI(14) of 49.35, in the 36th percentile of its history since 1999. Its 20-day return of +7.28% is in the 62nd percentile of its history since 1999. The NVIDIA (NVDA) RSI last entered the overbought zone 152 days ago (2026-05-13) and the oversold zone 556 days ago (2025-04-04). It is trading above its 50- and 200-day but below its 20-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of NVIDIA (NVDA) were 227.5 / 222.59 / 202.34 USD, with price -0.52% / +1.68% / +11.85% against them. Ranked from highest to lowest, its moving averages are the 20-day, 50-day and 200-day. At the 2026-10-12 close, the 52-week range of NVIDIA (NVDA) was 164.27–243.37 USD; it closed 7.01% below the high (3.1× its typical daily range) and 37.77% above the low (11.1× its typical daily range). The high was set 6 days ago (2026-10-06) and the low 196 days ago (2026-03-30). It is 7.01% below its all-time high, set 6 days ago (2026-10-06). Its 20-day volatility is 1.395% daily, in the 2nd percentile of its history since 1999. Its daily realised volatility is 1.166% over 5 days, 1.395% over 20 days, 2.305% over 60 days and 2.484% over 120 days. Annualised, these are 18.5%, 22.1%, 36.6% and 39.4% respectively. Its 14-day average true range (ATR) is 5.59 USD, 2.47% of price. It has returned -5.27% (18th percentile since 1999) over 5 days, -1.11% (37th) over 10 days, +7.28% (62nd) over 20 days, +11.59% (52nd) over 60 days, +13.23% (42nd) over 120 days and +17.53% (33rd) over 252 days. Against the S&P 500, its weekly returns show a beta of +1.66 and a correlation of +0.61 over 52 weeks; over 26 weeks, a beta of +2.18 and a correlation of +0.61. Relative to the S&P 500, it has returned -5.69% (5-day), -2.72% (10-day), +4.82% (20-day), +6.91% (60-day) and +1.61% (252-day). Its weekly-return correlation with changes in the US 10-year TIPS real yield is -0.01 over 52 weeks and -0.05 over 26 weeks. Next earnings are scheduled for 2026-11-17.
Figures reflect the official regular-session close for 2026-10-12.
=== NVIDIA (NVDA) (USD) ===
price & change (as of 2026-10-12, prior 2026-10-09)
close 226.32
change -2.96 (-1.291%)
vs market S&P 500 -0.06% · Nasdaq 100 -0.70% (same day)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-10-12)
range 3.96
close pos 35.9% of range
moving averages (as of 2026-10-12)
20d MA 227.50 price below by -0.52%
50d MA 222.59 price above by +1.68%
200d MA 202.34 price above by +11.85%
200d MA slope +2.39% over 20 sessions (rising)
price mixed vs MAs
stack: 20d > 50d > 200d
20d MA last crossed above 50d MA: 2026-08-06 (67d ago)
20d MA last crossed above 200d MA: 2026-04-20 (175d ago)
50d MA last crossed above 200d MA: 2025-06-27 (472d ago)
volatility (as of 2026-10-12)
20d stdev 1.395% daily ≈ 22.1% annualised (×√252) (2nd pct of own history, since 1999 (6295 obs))
5d vol 1.166% daily ≈ 18.5% annualised (×√252) (8th pct of own history, since 1999 (6310 obs))
60d vol 2.305% daily ≈ 36.6% annualised (×√252) (20th pct of own history, since 1999 (6255 obs))
120d vol 2.484% daily ≈ 39.4% annualised (×√252) (22nd pct of own history, since 1999 (6195 obs))
vs easing-2024 avg 0.46× (1.395% vs 3.006% era avg)
ATR (as of 2026-10-12)
ATR(14) 5.59
ATR% 2.47% (7th pct of own history, since 1999 (6301 obs))
range/ATR 70.8%
relative volume (as of 2026-10-12)
RVOL 0.64x (today vs prior 20-day average, excl. today)
pctile 14th pct of own history, since 1999 (6295 obs)
avg vol 63d 119,446,511 (≈3-month average daily share volume)
52-week range (as of 2026-10-12)
high 243.37 (-7.01% from high) [2026-10-06, 6d ago]
low 164.27 (+37.77% from low) [2026-03-30, 196d ago]
drawdown -7.01% from all-time high, 6d ago (2026-10-06)
max drawdown (10-year, close-basis) -66.36% (2021-11-29 33.38 -> 2022-10-14 11.23, 319d peak-to-trough); recovered 2023-05-25 (223d after trough)
momentum (as of 2026-10-12)
RSI(14) 49.35 (36th pct of own history, since 1999 (6301 obs))
last overbought 152d ago (2026-05-13)
last oversold 556d ago (2025-04-04)
MACD (as of 2026-10-12)
MACD(12,26,9) +3.28 (below signal) signal +3.71 hist -0.44
returns (as of 2026-10-12)
5d return -5.27% from 238.90 on 2026-10-05 (18th pct of own history, since 1999 (6310 obs))
10d return -1.11% from 228.86 on 2026-09-28 (37th pct of own history, since 1999 (6305 obs))
20d return +7.28% from 210.96 on 2026-09-14 (62nd pct of own history, since 1999 (6295 obs))
60d return +11.59% from 202.81 on 2026-07-17 (52nd pct of own history, since 1999 (6255 obs))
120d return +13.23% from 199.88 on 2026-04-21 (42nd pct of own history, since 1999 (6195 obs))
252d return +17.53% from 192.57 on 2025-10-09 (33rd pct of own history, since 1999 (6063 obs))
YTD return +21.35% from 186.50 on 2025-12-31
volatility by rate-era
pre-crisis (through 2008) 6.46% (from 1999-01-22)
ZIRP (2009–2015) 3.05%
tightening (2015–2018) 2.87%
ZIRP (2019–2021) 3.05%
tightening (2022–2023) 3.56%
easing (2024– ) 3.01%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-10-08)
vs real yield (Δ) -0.05 (26w)
vs real yield (Δ) -0.01 (52w)
S&P 500 market factor (weekly returns) (as of 2026-10-12)
vs S&P 500 beta +2.18 corr +0.61 (26w)
vs S&P 500 beta +1.66 corr +0.61 (52w)
vs S&P 500 -5.69% rel (5d return)
vs S&P 500 -2.72% rel (10d return)
vs S&P 500 +4.82% rel (20d return)
vs S&P 500 +6.91% rel (60d return)
vs S&P 500 +1.61% rel (252d return)
vs Nasdaq 100 beta +1.21 corr +0.65 (26w)
vs Nasdaq 100 beta +1.19 corr +0.67 (52w)
vs Nasdaq 100 -3.92% rel (5d return)
vs Nasdaq 100 -2.40% rel (10d return)
vs Nasdaq 100 +2.08% rel (20d return)
vs Nasdaq 100 +4.30% rel (60d return)
vs Nasdaq 100 -4.64% rel (252d return)
vs XLK (Information Technology) beta +0.93 corr +0.68 (26w)
vs XLK (Information Technology) beta +0.98 corr +0.71 (52w)
vs XLK -2.99% rel (5d return)
vs XLK -2.05% rel (10d return)
vs XLK +0.73% rel (20d return)
vs XLK -0.24% rel (60d return)
vs XLK -17.80% rel (252d return)
earnings horizon
next earnings 2026-11-17 (36 days)
last reported 2026-08-26 (47 days ago)