Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 52.00% |
| Negative Occurance | 43.20% |
| Ratio | 1.20 |
Average Up/Down Moves | |
| Average Positive Move | 0.37% |
| Average Negative Move | -0.39% |
| Ratio | -0.93 |
Maximum Up/Down Moves | |
| Largest Positive Move | 1.28% |
| Largest Negative Move | -1.37% |
| Ratio | -0.94 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | 0.02% |
| Median Return | 0.05% |
| Std Dev (Volatility) | 0.49% |
| Observations | 119 |
Distribution Shape | |
| Skewness | 0.02 |
| Excess Kurtosis | 0.44 |
| Jarque-Bera | 1.0 (normal) |
| Roughly symmetric. Near-normal tails. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -0.81% |
| Value at Risk (99%) | -1.07% |
| Expected Shortfall (CVaR 95%) | -1.05% |
| Expectancy / Period | 0.02% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -0.81% | -0.28% | 0.05% | 0.30% | 0.90% |
| 90% of intervals returns fall between -0.81% and 0.90%. | ||||
Key Observations |
| STT-PG posted 119 intervals returns averaging 0.02% (median 0.05%) with a 0.49% standard deviation. The distribution is roughly symmetric with near-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 54.6% of the time, giving an expectancy of 0.02% per period. In the worst 5% of periods, returns fell below -0.81%, averaging -1.05% (Expected Shortfall). The most recent move of -0.99% ranks in the 3th percentile — an unusually weak move (bottom decile). |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 10-Jun | 11-Jun-2026 | -1.37 |
| 20-Oct | 21-Oct-2025 | -1.09 |
| 15-Sep | 16-Sep-2026 | -0.99 |
| 16-Mar | 17-Mar-2026 | -0.97 |
| 31-Dec | 02-Jan-2026 | -0.97 |
| 30-Sep | 01-Oct-2025 | -0.91 |
| 10-Dec | 11-Dec-2025 | -0.80 |
| 14-Oct | 15-Oct-2025 | -0.74 |
| 11-Sep | 14-Sep-2026 | -0.70 |
| 16-Apr | 17-Apr-2026 | -0.65 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 18-May | 19-May-2026 | 1.28 |
| 09-Sep | 10-Sep-2026 | 1.27 |
| 12-Mar | 13-Mar-2026 | 1.12 |
| 24-Sep | 25-Sep-2025 | 1.08 |
| 18-Jun | 22-Jun-2026 | 1.05 |
| 22-Jul | 23-Jul-2026 | 1.01 |
| 17-Aug | 18-Aug-2026 | 0.88 |
| 08-Oct | 09-Oct-2025 | 0.83 |
| 02-Jun | 03-Jun-2026 | 0.67 |
| 30-Oct | 31-Oct-2025 | 0.65 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 72.22 | 39 | above 0.0% | 75.38 | 49 |
| below -0.5% | 24.07 | 13 | above 0.5% | 15.38 | 10 |
| below -1.0% | 3.70 | 2 | above 1.0% | 9.23 | 6 |
| below -1.5% | 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% | ||||
| below -10.0% | 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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