MSCI Inc. (MSCI) Volatility

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

    MSCI volatility — the short answer

    MSCI's realised volatility is 21.6% annualised over 20 days and 35.4% over 60 days, placing it in the 27th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+21.6%
    Realised volatility (60d, annualised)+35.4%
    1-year volatility percentile27
    Current drawdown from peak-11.0%
    Deepest 1-year drawdown-18.1%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    JPM — JPMorgan Chase14.1
    BAC — Bank of America17.3
    COIN — Coinbase Global82.3
    SOFI — SoFi Technologies52.5
    BRK.B — Berkshire Hathaway15.1

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    MSCI overviewMSCI technical analysisMSCI rsiMSCI moving averagesMSCI momentumMSCI relative strengthMSCI drawdownMSCI volumeMSCI trendMSCI algo score historyMSCI vs JPMMSCI vs BACFinancials sector strengthAlgo Score rankings

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