Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 46.03% |
| Negative Occurance | 53.17% |
| Ratio | 0.87 |
Average Up/Down Moves | |
| Average Positive Move | 1.82% |
| Average Negative Move | -1.68% |
| Ratio | -1.08 |
Maximum Up/Down Moves | |
| Largest Positive Move | 7.72% |
| Largest Negative Move | -10.10% |
| Ratio | -0.76 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.06% |
| Median Return | -0.15% |
| Std Dev (Volatility) | 2.47% |
| Observations | 125 |
Distribution Shape | |
| Skewness | -0.10 |
| Excess Kurtosis | 2.59 |
| Jarque-Bera | 35.3 (non-normal) |
| Negatively skewed (longer left tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -3.50% |
| Value at Risk (99%) | -6.26% |
| Expected Shortfall (CVaR 95%) | -5.60% |
| Expectancy / Period | -0.06% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -3.50% | -1.26% | -0.15% | 1.03% | 4.38% |
| 90% of intervals returns fall between -3.50% and 4.38%. | ||||
Key Observations |
| CTSH posted 125 intervals returns averaging -0.06% (median -0.15%) with a 2.47% 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 46.4% of the time, giving an expectancy of -0.06% per period. In the worst 5% of periods, returns fell below -3.50%, averaging -5.60% (Expected Shortfall). The most recent move of 2.22% ranks in the 86th percentile — above its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 28-Jul | 29-Jul-2026 | -10.10 |
| 11-Sep | 14-Sep-2026 | -6.40 |
| 06-Jul | 07-Jul-2026 | -5.84 |
| 28-Oct | 29-Oct-2025 | -5.41 |
| 10-Apr | 13-Apr-2026 | -4.32 |
| 10-Jul | 13-Jul-2026 | -3.60 |
| 05-Jan | 06-Jan-2026 | -3.53 |
| 24-Jul | 27-Jul-2026 | -3.40 |
| 20-Oct | 21-Oct-2025 | -3.00 |
| 03-Feb | 04-Feb-2026 | -2.88 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 11-Feb | 12-Feb-2026 | 7.72 |
| 22-Apr | 23-Apr-2026 | 6.73 |
| 20-Feb | 23-Feb-2026 | 6.38 |
| 18-Sep | 19-Sep-2025 | 4.96 |
| 08-May | 11-May-2026 | 4.94 |
| 16-Jun | 17-Jun-2026 | 4.55 |
| 18-Jun | 22-Jun-2026 | 4.47 |
| 04-Sep | 08-Sep-2026 | 3.99 |
| 12-May | 13-May-2026 | 3.83 |
| 02-Jun | 03-Jun-2026 | 3.05 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 28.36 | 19 | above 0.0% | 22.41 | 13 |
| below -0.5% | 13.43 | 9 | above 0.5% | 20.69 | 12 |
| below -1.0% | 16.42 | 11 | above 1.0% | 15.52 | 9 |
| below -1.5% | 10.45 | 7 | above 1.5% | 6.90 | 4 |
| below -2.0% | 11.94 | 8 | above 2.0% | 8.62 | 5 |
| below -2.5% | 5.97 | 4 | above 2.5% | 6.90 | 4 |
| below -3.0% | 2.99 | 2 | above 3.0% | 3.45 | 2 |
| below -3.5% | 2.99 | 2 | above 3.5% | 3.45 | 2 |
| below -4.0% | 1.49 | 1 | above 4.0% | 1.72 | 1 |
| below -4.5% | above 4.5% | 5.17 | 3 | ||
| below -5.0% | 2.99 | 2 | above 5.0% | ||
| below -6.0% | 1.49 | 1 | above 6.0% | 3.45 | 2 |
| below -7.0% | above 7.0% | 1.72 | 1 | ||
| below -8.0% | above 8.0% | ||||
| below -9.0% | above 9.0% | ||||
| below -10.0% | 1.49 | 1 | 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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