0.01
-0.00
(-6.25%)
07/16/2026
RJD Green, Inc. (RJDG)Historical Price Distribution Analysis
Positive vs Negative Occurrences |
| Positive Occurance | 31.25% |
| Negative Occurance | 37.50% |
| Ratio | 0.83 |
Average Up/Down Moves |
| Average Positive Move | 4.25% |
| Average Negative Move | -4.95% |
| Ratio | -0.86 |
Maximum Up/Down Moves |
| Largest Positive Move | 6.67% |
| Largest Negative Move | -9.73% |
| Ratio | -0.69 |
Intervals Distribution Statistics
Most Recent intervals return of 6.67% ranks in the 100th percentile — an unusually strong move (top decile).
Central Tendency & Dispersion |
| Mean Return | -0.77% |
| Median Return | -1.45% |
| Std Dev (Volatility) | 5.31% |
| Observations | 11 |
Distribution Shape |
| Skewness | -0.19 |
| Excess Kurtosis | -1.23 |
| Jarque-Bera | 0.8 (normal) |
Negatively skewed (longer left tail).
Thin-tailed — outliers less likely than normal. |
Tail Risk & Expectancy |
| Value at Risk (95%) | -8.20% |
| Value at Risk (99%) | -9.43% |
| Expected Shortfall (CVaR 95%) | -9.73% |
| Expectancy / Period | -0.77% |
Percentile Band |
| 5th |
25th |
Median |
75th |
95th |
| -8.20% |
-4.26% |
-1.45% |
3.67% |
5.51% |
| 90% of intervals returns fall between -8.20% and 5.51%. |
Key Observations |
| RJDG posted 11 intervals returns averaging -0.77% (median -1.45%) with a 5.31% standard deviation. The distribution is negatively skewed (longer left tail) with thinner-than-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 45.5% of the time, giving an expectancy of -0.77% per period. In the worst 5% of periods, returns fell below -8.20%, averaging -9.73% (Expected Shortfall). The most recent move of 6.67% ranks in the 100th percentile — an unusually strong move (top decile). |
| Top 10 Negative Returns |
| Date | Returns (%) |
| 05-Aug | 06-Aug-2025 | -9.73 |
| 01-Aug | 04-Aug-2025 | -6.67 |
| 18-Jul | 21-Jul-2025 | -4.88 |
| 13-Jul | 14-Jul-2026 | -3.64 |
| 15-Aug | 18-Aug-2025 | -3.32 |
| 07-Aug | 08-Aug-2025 | -1.45 |
| Top 10 Positive Returns |
| Date | Returns (%) |
| 15-Jul | 16-Jul-2026 | 6.67 |
| 13-Aug | 14-Aug-2025 | 4.35 |
| 29-Jun | 01-Jul-2026 | 3.77 |
| 07-Jul | 09-Jul-2026 | 3.57 |
| 19-Aug | 16-Oct-2025 | 2.90 |
| Intervals Negative Returns |
Intervals Positive Returns |
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% |
|
|
above 0.0% |
|
|
| below -0.5% |
|
|
above 0.5% |
|
|
| below -1.0% |
16.67 |
1 |
above 1.0% |
|
|
| below -1.5% |
|
|
above 1.5% |
|
|
| below -2.0% |
|
|
above 2.0% |
|
|
| below -2.5% |
|
|
above 2.5% |
20.00 |
1 |
| below -3.0% |
16.67 |
1 |
above 3.0% |
|
|
| below -3.5% |
16.67 |
1 |
above 3.5% |
40.00 |
2 |
| below -4.0% |
|
|
above 4.0% |
20.00 |
1 |
| below -4.5% |
16.67 |
1 |
above 4.5% |
|
|
| below -5.0% |
|
|
above 5.0% |
|
|
| below -6.0% |
16.67 |
1 |
above 6.0% |
20.00 |
1 |
| below -7.0% |
|
|
above 7.0% |
|
|
| below -8.0% |
|
|
above 8.0% |
|
|
| below -9.0% |
16.67 |
1 |
above 9.0% |
|
|
| below -10.0% |
|
|
above 10.0% |
|
|