Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 43.65% |
| Negative Occurance | 56.35% |
| Ratio | 0.77 |
Average Up/Down Moves | |
| Average Positive Move | 1.89% |
| Average Negative Move | -1.93% |
| Ratio | -0.98 |
Maximum Up/Down Moves | |
| Largest Positive Move | 5.77% |
| Largest Negative Move | -8.04% |
| Ratio | -0.72 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.26% |
| Median Return | -0.32% |
| Std Dev (Volatility) | 2.40% |
| Observations | 126 |
Distribution Shape | |
| Skewness | 0.06 |
| Excess Kurtosis | 0.23 |
| Jarque-Bera | 0.4 (normal) |
| Roughly symmetric. Near-normal tails. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -3.85% |
| Value at Risk (99%) | -5.28% |
| Expected Shortfall (CVaR 95%) | -4.91% |
| Expectancy / Period | -0.26% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -3.85% | -1.89% | -0.32% | 1.26% | 4.20% |
| 90% of intervals returns fall between -3.85% and 4.20%. | ||||
Key Observations |
| NVDA posted 126 intervals returns averaging -0.26% (median -0.32%) with a 2.40% 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 43.7% of the time, giving an expectancy of -0.26% per period. In the worst 5% of periods, returns fell below -3.85%, averaging -4.91% (Expected Shortfall). The most recent move of -0.83% ranks in the 41th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 26-Aug | 27-Aug-2026 | -8.04 |
| 05-May | 06-May-2026 | -5.45 |
| 27-Oct | 28-Oct-2025 | -4.75 |
| 13-May | 14-May-2026 | -4.20 |
| 23-Apr | 24-Apr-2026 | -4.14 |
| 13-Jul | 14-Jul-2026 | -3.90 |
| 09-Jul | 10-Jul-2026 | -3.88 |
| 19-Sep | 22-Sep-2025 | -3.78 |
| 09-Sep | 10-Sep-2025 | -3.70 |
| 13-Apr | 14-Apr-2026 | -3.66 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 25-Feb | 26-Feb-2026 | 5.77 |
| 09-Oct | 10-Oct-2025 | 5.14 |
| 29-Apr | 30-Apr-2026 | 4.85 |
| 13-Oct | 14-Oct-2025 | 4.60 |
| 16-Jan | 20-Jan-2026 | 4.58 |
| 25-Mar | 26-Mar-2026 | 4.34 |
| 22-Jun | 23-Jun-2026 | 4.30 |
| 09-Jun | 10-Jun-2026 | 3.88 |
| 12-Nov | 13-Nov-2025 | 3.71 |
| 19-Mar | 20-Mar-2026 | 3.39 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 15.49 | 11 | above 0.0% | 16.36 | 9 |
| below -0.5% | 16.90 | 12 | above 0.5% | 18.18 | 10 |
| below -1.0% | 11.27 | 8 | above 1.0% | 16.36 | 9 |
| below -1.5% | 12.68 | 9 | above 1.5% | 14.55 | 8 |
| below -2.0% | 15.49 | 11 | above 2.0% | 7.27 | 4 |
| below -2.5% | 8.45 | 6 | above 2.5% | 3.64 | 2 |
| below -3.0% | 4.23 | 3 | above 3.0% | 7.27 | 4 |
| below -3.5% | 8.45 | 6 | above 3.5% | 3.64 | 2 |
| below -4.0% | 2.82 | 2 | above 4.0% | 3.64 | 2 |
| below -4.5% | 1.41 | 1 | above 4.5% | 5.45 | 3 |
| below -5.0% | 1.41 | 1 | above 5.0% | 3.64 | 2 |
| below -6.0% | above 6.0% | ||||
| below -7.0% | above 7.0% | ||||
| below -8.0% | 1.41 | 1 | 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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