Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 56.80% |
| Negative Occurance | 41.60% |
| Ratio | 1.37 |
Average Up/Down Moves | |
| Average Positive Move | 2.06% |
| Average Negative Move | -2.02% |
| Ratio | -1.02 |
Maximum Up/Down Moves | |
| Largest Positive Move | 10.81% |
| Largest Negative Move | -6.95% |
| Ratio | -1.56 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | 0.33% |
| Median Return | 0.41% |
| Std Dev (Volatility) | 2.68% |
| Observations | 123 |
Distribution Shape | |
| Skewness | 0.39 |
| Excess Kurtosis | 1.93 |
| Jarque-Bera | 22.3 (non-normal) |
| Positively skewed (longer right tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -3.92% |
| Value at Risk (99%) | -6.28% |
| Expected Shortfall (CVaR 95%) | -4.98% |
| Expectancy / Period | 0.33% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -3.92% | -1.30% | 0.41% | 1.89% | 4.46% |
| 90% of intervals returns fall between -3.92% and 4.46%. | ||||
Key Observations |
| SRAD posted 123 intervals returns averaging 0.33% (median 0.41%) with a 2.68% standard deviation. The distribution is positively skewed (longer right 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 57.7% of the time, giving an expectancy of 0.33% per period. In the worst 5% of periods, returns fell below -3.92%, averaging -4.98% (Expected Shortfall). The most recent move of 0.60% ranks in the 54th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 08-Jun | 09-Jun-2026 | -6.95 |
| 18-Mar | 19-Mar-2026 | -6.75 |
| 24-Apr | 27-Apr-2026 | -4.59 |
| 03-Aug | 04-Aug-2026 | -4.42 |
| 10-Apr | 13-Apr-2026 | -4.15 |
| 29-May | 01-Jun-2026 | -4.07 |
| 14-Oct | 15-Oct-2025 | -3.93 |
| 14-Apr | 15-Apr-2026 | -3.83 |
| 02-Dec | 03-Dec-2025 | -3.76 |
| 10-Oct | 13-Oct-2025 | -3.73 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 02-Mar | 03-Mar-2026 | 10.81 |
| 08-Apr | 09-Apr-2026 | 9.12 |
| 16-Jun | 17-Jun-2026 | 5.26 |
| 26-Mar | 27-Mar-2026 | 4.96 |
| 05-Jan | 06-Jan-2026 | 4.87 |
| 08-Jul | 09-Jul-2026 | 4.60 |
| 15-Jan | 16-Jan-2026 | 4.48 |
| 11-Feb | 12-Feb-2026 | 4.28 |
| 24-Mar | 25-Mar-2026 | 4.27 |
| 19-Aug | 20-Aug-2026 | 3.49 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 17.31 | 9 | above 0.0% | 14.08 | 10 |
| below -0.5% | 15.38 | 8 | above 0.5% | 16.90 | 12 |
| below -1.0% | 13.46 | 7 | above 1.0% | 16.90 | 12 |
| below -1.5% | 9.62 | 5 | above 1.5% | 12.68 | 9 |
| below -2.0% | 15.38 | 8 | above 2.0% | 12.68 | 9 |
| below -2.5% | 5.77 | 3 | above 2.5% | 5.63 | 4 |
| below -3.0% | 3.85 | 2 | above 3.0% | 8.45 | 6 |
| below -3.5% | 7.69 | 4 | above 3.5% | ||
| below -4.0% | 5.77 | 3 | above 4.0% | 4.23 | 3 |
| below -4.5% | 1.92 | 1 | above 4.5% | 4.23 | 3 |
| below -5.0% | above 5.0% | 1.41 | 1 | ||
| below -6.0% | 3.85 | 2 | above 6.0% | ||
| below -7.0% | above 7.0% | ||||
| below -8.0% | above 8.0% | ||||
| below -9.0% | above 9.0% | 1.41 | 1 | ||
| below -10.0% | above 10.0% | 1.41 | 1 | ||
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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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