Novavax Inc. (NVAX) Volatility
Healthcare
Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1NVAX volatility — the short answer
NVAX's realised volatility is 58.8% annualised over 20 days and 50.0% over 60 days, placing it in the 56th percentile of its own last year.
Volatility and drawdown
Realised volatility (20d, annualised)+58.8%
Realised volatility (60d, annualised)+50.0%
1-year volatility percentile56
Current drawdown from peak-8.7%
Deepest 1-year drawdown-34.9%
SPY volatility (20d)+8.1%
Signal drivers
MomentumPositive
Technical trendPositive
VolatilityNeutral
SentimentNeutral
NVAX's Algo Score fell 3 points over the last seven days. The factors currently reading positive are momentum, technical trend; reading negative: none.
Sector peers — 20-day volatility
LLY — Eli Lilly and Co.33.1
UNH — UnitedHealth Group19.2
JNJ — Johnson & Johnson21.2
ABBV — AbbVie Inc.21.6
MRK — Merck & Co.49.1
Score history
- 2026-09-0785
- 2026-09-0485
- 2026-09-0385
- 2026-09-0286
- 2026-09-0193
- 2026-08-3188
- 2026-08-2881
- 2026-08-2779
- 2026-08-2679
- 2026-08-2581
- 2026-08-2469
- 2026-08-2180
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