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realized_vol_21d

Annualised stdev of the trailing 21 session returns. COMPUTED BACKWARD, unlike UW's /volatility/realized which computes it FORWARD over ~20 sessions and is therefore not knowable on the date it is stamped with (DESIGN.md:139, the highest-priority provenance hazard in the document).

annualised_stdevRESTATEDcore.prices_asofn_min 20CSV
value
22.6%
1y percentile
40.0%
3y percentile
46.1%
all percentile
45.4%
robust z
-0.11
rank 1y
43.5%
n
2525
22.6%2026-09-18

2025-09-08260 obs2026-09-18

Every symbol at 2026-09-18

39 of 39 with a reading on or before 2026-09-18. Each row is that name against its own history — core.metric_context(), one query for all of them — not a rank among them.

symbolvalue1y pct3y pct1y rankrobust zn
CRWD102.0%98.2%99.4%97.1%3.281807
PANW80.3%98.2%96.6%97.8%3.832525
NVDA45.3%90.6%67.4%91.6%0.322525
DE38.5%83.1%90.9%63.1%1.252525
DELL86.0%77.1%85.7%48.2%2.941924
MRVL71.8%58.0%71.7%30.0%1.692525
XLU15.2%57.6%45.9%52.6%0.082525
XOM25.5%48.0%73.3%48.8%0.302525
ORCL51.3%42.0%67.9%13.4%2.102525
PLTR50.6%42.0%35.8%20.2%-0.411478
XLV15.2%41.6%69.3%53.0%0.522525
AAPL22.6%40.0%46.1%43.5%-0.112525
SOXX36.5%38.0%63.6%29.6%0.672525
XLP13.4%38.0%66.6%42.4%0.562525
SMH33.3%36.1%56.8%29.9%0.422525
DIA11.6%35.7%51.9%38.8%-0.062525
META29.8%35.3%49.7%29.1%-0.032525
CRSR56.2%34.1%58.7%17.8%0.361483
XLF13.3%34.1%48.7%34.9%-0.402525
LMT22.3%32.9%54.5%30.4%0.572525
XLE18.9%32.1%44.6%32.3%-0.332525
MSFT21.6%31.3%52.3%17.2%-0.062525
AMZN26.5%30.1%38.9%20.1%-0.072525
INTC59.8%28.9%62.6%26.7%1.482525
XLK20.7%24.9%49.0%27.6%0.122525
XLY16.0%22.1%27.3%25.7%-0.142525
AMD49.1%17.7%49.1%24.2%-0.032525
GOOG21.5%16.9%21.6%14.7%-0.382525
QQQ13.2%16.5%19.6%22.4%-0.492525
SPY9.4%16.5%17.6%26.2%-0.502525
STX57.9%15.7%68.6%33.9%1.982525
XLI13.2%15.7%43.6%25.3%-0.332525
CAT26.3%8.6%42.0%19.4%-0.062525
SPCX44.3%7.4%7.4%2.4%-1.0647
WDC49.4%6.2%58.2%17.8%0.532525
MU52.4%5.8%46.2%8.6%0.682525
IWM11.9%3.0%1.1%5.9%-1.022525
AVGO33.4%1.8%23.1%20.3%0.062525
SNDK73.8%1.4%22.6%8.7%-0.70374
Provenance
Source
core.prices_asof
Cadence
daily, XNYS sessions
Read by
Data Explorer; the volatility axis of the regime view (DESIGN.md:145)
Point-in-time
RESTATED — values change as corporate actions arrive. Each row's vintage_ts records when it was computed.