Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 50.40% |
| Negative Occurance | 49.60% |
| Ratio | 1.02 |
Average Up/Down Moves | |
| Average Positive Move | 1.43% |
| Average Negative Move | -1.45% |
| Ratio | -0.99 |
Maximum Up/Down Moves | |
| Largest Positive Move | 5.25% |
| Largest Negative Move | -4.38% |
| Ratio | -1.20 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | 0.00% |
| Median Return | 0.01% |
| Std Dev (Volatility) | 1.82% |
| Observations | 125 |
Distribution Shape | |
| Skewness | -0.00 |
| Excess Kurtosis | 0.05 |
| Jarque-Bera | 0.0 (normal) |
| Roughly symmetric. Near-normal tails. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -3.32% |
| Value at Risk (99%) | -3.83% |
| Expected Shortfall (CVaR 95%) | -3.73% |
| Expectancy / Period | 0.00% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -3.32% | -1.29% | 0.01% | 1.19% | 2.77% |
| 90% of intervals returns fall between -3.32% and 2.77%. | ||||
Key Observations |
| AMZN posted 125 intervals returns averaging 0.00% (median 0.01%) with a 1.82% standard deviation. The distribution is roughly symmetric with near-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 50.4% of the time, giving an expectancy of 0.00% per period. In the worst 5% of periods, returns fell below -3.32%, averaging -3.73% (Expected Shortfall). The most recent move of 0.15% ranks in the 51th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 31-Jul | 03-Aug-2026 | -4.38 |
| 31-Oct | 03-Nov-2025 | -3.85 |
| 29-Jul | 30-Jul-2026 | -3.76 |
| 03-Mar | 04-Mar-2026 | -3.73 |
| 13-Apr | 14-Apr-2026 | -3.67 |
| 07-Apr | 08-Apr-2026 | -3.38 |
| 23-Apr | 24-Apr-2026 | -3.38 |
| 26-Jun | 29-Jun-2026 | -3.10 |
| 17-Jun | 18-Jun-2026 | -2.82 |
| 02-Jan | 05-Jan-2026 | -2.81 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 09-Oct | 10-Oct-2025 | 5.25 |
| 04-Feb | 05-Feb-2026 | 4.63 |
| 16-Jan | 20-Jan-2026 | 3.52 |
| 09-Sep | 10-Sep-2025 | 3.43 |
| 29-Oct | 30-Oct-2025 | 3.34 |
| 24-Jun | 25-Jun-2026 | 3.20 |
| 12-Nov | 13-Nov-2025 | 2.79 |
| 05-Mar | 06-Mar-2026 | 2.69 |
| 09-Jun | 10-Jun-2026 | 2.60 |
| 28-Aug | 31-Aug-2026 | 2.56 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 22.58 | 14 | above 0.0% | 15.87 | 10 |
| below -0.5% | 20.97 | 13 | above 0.5% | 25.40 | 16 |
| below -1.0% | 16.13 | 10 | above 1.0% | 20.63 | 13 |
| below -1.5% | 14.52 | 9 | above 1.5% | 15.87 | 10 |
| below -2.0% | 9.68 | 6 | above 2.0% | 4.76 | 3 |
| below -2.5% | 3.23 | 2 | above 2.5% | 7.94 | 5 |
| below -3.0% | 4.84 | 3 | above 3.0% | 4.76 | 3 |
| below -3.5% | 6.45 | 4 | above 3.5% | 1.59 | 1 |
| below -4.0% | 1.61 | 1 | above 4.0% | ||
| below -4.5% | above 4.5% | 1.59 | 1 | ||
| below -5.0% | above 5.0% | 1.59 | 1 | ||
| below -6.0% | above 6.0% | ||||
| below -7.0% | above 7.0% | ||||
| below -8.0% | above 8.0% | ||||
| below -9.0% | above 9.0% | ||||
| below -10.0% | above 10.0% | ||||
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NVDA has averaged a 9.2% absolute move on the day after earnings and closed higher 67% of the time. Two in three reactions land between −4.2% and +16.3% — the distribution is skewed right, not symmetric.
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