Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 46.40% |
| Negative Occurance | 52.00% |
| Ratio | 0.89 |
Average Up/Down Moves | |
| Average Positive Move | 3.57% |
| Average Negative Move | -3.34% |
| Ratio | -1.07 |
Maximum Up/Down Moves | |
| Largest Positive Move | 14.65% |
| Largest Negative Move | -10.49% |
| Ratio | -1.40 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.08% |
| Median Return | -0.37% |
| Std Dev (Volatility) | 4.41% |
| Observations | 123 |
Distribution Shape | |
| Skewness | 0.33 |
| Excess Kurtosis | 0.43 |
| Jarque-Bera | 3.1 (normal) |
| Positively skewed (longer right tail). Near-normal tails. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -7.01% |
| Value at Risk (99%) | -9.34% |
| Expected Shortfall (CVaR 95%) | -8.38% |
| Expectancy / Period | -0.08% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -7.01% | -2.97% | -0.37% | 2.50% | 7.01% |
| 90% of intervals returns fall between -7.01% and 7.01%. | ||||
Key Observations |
| HTOO posted 123 intervals returns averaging -0.08% (median -0.37%) with a 4.41% 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 47.2% of the time, giving an expectancy of -0.08% per period. In the worst 5% of periods, returns fell below -7.01%, averaging -8.38% (Expected Shortfall). The most recent move of 1.26% ranks in the 63th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 02-Dec | 03-Dec-2025 | -10.49 |
| 20-May | 21-May-2026 | -9.49 |
| 07-Jan | 08-Jan-2026 | -8.80 |
| 05-Feb | 06-Feb-2026 | -8.22 |
| 16-Sep | 17-Sep-2025 | -7.56 |
| 04-Mar | 05-Mar-2026 | -7.12 |
| 27-May | 28-May-2026 | -7.01 |
| 31-Dec | 02-Jan-2026 | -6.98 |
| 08-Dec | 09-Dec-2025 | -6.29 |
| 08-May | 11-May-2026 | -6.19 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 02-Jun | 03-Jun-2026 | 14.65 |
| 15-Jan | 16-Jan-2026 | 10.53 |
| 18-May | 19-May-2026 | 10.53 |
| 13-Nov | 14-Nov-2025 | 8.64 |
| 04-Jun | 05-Jun-2026 | 8.56 |
| 24-Sep | 25-Sep-2025 | 8.28 |
| 19-Nov | 20-Nov-2025 | 7.01 |
| 03-Nov | 04-Nov-2025 | 7.00 |
| 28-Jan | 29-Jan-2026 | 6.96 |
| 16-Oct | 17-Oct-2025 | 5.79 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 10.77 | 7 | above 0.0% | 8.62 | 5 |
| below -0.5% | 10.77 | 7 | above 0.5% | 8.62 | 5 |
| below -1.0% | 9.23 | 6 | above 1.0% | 6.90 | 4 |
| below -1.5% | 6.15 | 4 | above 1.5% | 13.79 | 8 |
| below -2.0% | 6.15 | 4 | above 2.0% | 8.62 | 5 |
| below -2.5% | 10.77 | 7 | above 2.5% | 3.45 | 2 |
| below -3.0% | 4.62 | 3 | above 3.0% | 8.62 | 5 |
| below -3.5% | 6.15 | 4 | above 3.5% | 8.62 | 5 |
| below -4.0% | 4.62 | 3 | above 4.0% | 5.17 | 3 |
| below -4.5% | 9.23 | 6 | above 4.5% | 5.17 | 3 |
| below -5.0% | 6.15 | 4 | above 5.0% | 6.90 | 4 |
| below -6.0% | 4.62 | 3 | above 6.0% | 1.72 | 1 |
| below -7.0% | 4.62 | 3 | above 7.0% | 3.45 | 2 |
| below -8.0% | 3.08 | 2 | above 8.0% | 5.17 | 3 |
| below -9.0% | 1.54 | 1 | above 9.0% | ||
| below -10.0% | 1.54 | 1 | above 10.0% | 5.17 | 3 |
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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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