Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 4.03% |
| Negative Occurance | 1.61% |
| Ratio | 2.50 |
Average Up/Down Moves | |
| Average Positive Move | 12.03% |
| Average Negative Move | -1.36% |
| Ratio | -8.82 |
Maximum Up/Down Moves | |
| Largest Positive Move | 29.00% |
| Largest Negative Move | -1.51% |
| Ratio | -19.21 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | 8.20% |
| Median Return | 9.52% |
| Std Dev (Volatility) | 10.74% |
| Observations | 7 |
Distribution Shape | |
| Skewness | 0.99 |
| Excess Kurtosis | 0.04 |
| Jarque-Bera | 1.1 (normal) |
| Positively skewed (longer right tail). Near-normal tails. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -1.42% |
| Value at Risk (99%) | -1.49% |
| Expected Shortfall (CVaR 95%) | -1.51% |
| Expectancy / Period | 8.20% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -1.42% | -0.44% | 9.52% | 10.64% | 23.73% |
| 90% of intervals returns fall between -1.42% and 23.73%. | ||||
Key Observations |
| CARCY posted 7 intervals returns averaging 8.20% (median 9.52%) with a 10.74% standard deviation. The distribution is positively skewed (longer right tail) with near-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 71.4% of the time, giving an expectancy of 8.20% per period. In the worst 5% of periods, returns fell below -1.42%, averaging -1.51% (Expected Shortfall). The most recent move of 11.41% ranks in the 86th percentile — above its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 04-Jun | 05-Jun-2026 | -1.51 |
| 11-Aug | 12-Aug-2026 | -1.22 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 12-Jun | 15-Jun-2026 | 29.00 |
| 11-Sep | 15-Sep-2026 | 11.41 |
| 03-Aug | 04-Aug-2026 | 9.88 |
| 17-Nov | 18-Nov-2025 | 9.52 |
| 20-Mar | 23-Mar-2026 | 0.34 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | above 0.0% | 20.00 | 1 | ||
| below -0.5% | above 0.5% | ||||
| below -1.0% | 50.00 | 1 | above 1.0% | ||
| below -1.5% | 50.00 | 1 | above 1.5% | ||
| below -2.0% | above 2.0% | ||||
| below -2.5% | above 2.5% | ||||
| below -3.0% | above 3.0% | ||||
| below -3.5% | 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% | 40.00 | 2 | ||
| below -10.0% | above 10.0% | 40.00 | 2 | ||
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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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