Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 43.65% |
| Negative Occurance | 42.86% |
| Ratio | 1.02 |
Average Up/Down Moves | |
| Average Positive Move | 0.50% |
| Average Negative Move | -0.48% |
| Ratio | -1.05 |
Maximum Up/Down Moves | |
| Largest Positive Move | 1.50% |
| Largest Negative Move | -3.56% |
| Ratio | -0.42 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | 0.02% |
| Median Return | 0.15% |
| Std Dev (Volatility) | 0.65% |
| Observations | 109 |
Distribution Shape | |
| Skewness | -1.25 |
| Excess Kurtosis | 6.89 |
| Jarque-Bera | 243.9 (non-normal) |
| Negatively skewed (longer left tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -0.79% |
| Value at Risk (99%) | -1.23% |
| Expected Shortfall (CVaR 95%) | -1.36% |
| Expectancy / Period | 0.02% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -0.79% | -0.32% | 0.15% | 0.47% | 0.96% |
| 90% of intervals returns fall between -0.79% and 0.96%. | ||||
Key Observations |
| EAD posted 109 intervals returns averaging 0.02% (median 0.15%) with a 0.65% standard deviation. The distribution is negatively skewed (longer left tail) with fatter-than-normal tails (elevated outlier risk), and a Jarque-Bera test classifies it as non-normal — lean on percentiles rather than σ to size risk. Positive periods occurred 50.5% of the time, giving an expectancy of 0.02% per period. In the worst 5% of periods, returns fell below -0.79%, averaging -1.36% (Expected Shortfall). The most recent move of -0.32% ranks in the 25th percentile — below its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 30-Mar | 31-Mar-2026 | -3.56 |
| 06-Oct | 07-Oct-2025 | -1.25 |
| 21-Nov | 24-Nov-2025 | -0.96 |
| 08-Jun | 09-Jun-2026 | -0.80 |
| 20-Oct | 21-Oct-2025 | -0.80 |
| 10-Oct | 13-Oct-2025 | -0.79 |
| 14-Oct | 15-Oct-2025 | -0.79 |
| 16-Mar | 17-Mar-2026 | -0.79 |
| 22-May | 26-May-2026 | -0.79 |
| 20-Jan | 21-Jan-2026 | -0.78 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 26-Mar | 27-Mar-2026 | 1.50 |
| 14-May | 15-May-2026 | 1.44 |
| 18-Mar | 19-Mar-2026 | 1.28 |
| 19-Nov | 20-Nov-2025 | 0.98 |
| 22-Jul | 23-Jul-2026 | 0.97 |
| 04-Jun | 05-Jun-2026 | 0.96 |
| 16-Jun | 17-Jun-2026 | 0.96 |
| 02-Jun | 03-Jun-2026 | 0.95 |
| 22-Apr | 23-Apr-2026 | 0.95 |
| 18-May | 19-May-2026 | 0.81 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 72.22 | 39 | above 0.0% | 63.64 | 35 |
| below -0.5% | 24.07 | 13 | above 0.5% | 30.91 | 17 |
| below -1.0% | 1.85 | 1 | above 1.0% | 3.64 | 2 |
| below -1.5% | above 1.5% | 1.82 | 1 | ||
| below -2.0% | above 2.0% | ||||
| below -2.5% | above 2.5% | ||||
| below -3.0% | above 3.0% | ||||
| below -3.5% | 1.85 | 1 | above 3.5% | ||
| below -4.0% | above 4.0% | ||||
| below -4.5% | above 4.5% | ||||
| below -5.0% | above 5.0% | ||||
| 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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