Alibaba Group (BABA) Volatility

    Consumer Discretionary
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    BABA volatility — the short answer

    BABA's realised volatility is 44.8% annualised over 20 days and 44.3% over 60 days, placing it in the 54th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+44.8%
    Realised volatility (60d, annualised)+44.3%
    1-year volatility percentile54
    Current drawdown from peak-40.2%
    Deepest 1-year drawdown-49.9%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNegative
    Technical trendNegative
    VolatilityNeutral
    SentimentNeutral

    BABA's Algo Score fell 9 points over the last seven days. The factors currently reading positive are none; reading negative: momentum, technical trend.

    Sector peers — 20-day volatility

    AMZN — Amazon.com Inc.26.5
    TSLA — Tesla Inc.50.6
    RIVN — Rivian Automotive46.7
    LCID — Lucid Group59.2
    HD — Home Depot Inc.21.2

    Score history

    • 2026-09-0711
    • 2026-09-0411
    • 2026-09-039
    • 2026-09-029
    • 2026-09-0114
    • 2026-08-3120
    • 2026-08-2839
    • 2026-08-2736
    • 2026-08-2644
    • 2026-08-2544
    • 2026-08-2451
    • 2026-08-2153

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    Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.