Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 43.20% |
| Negative Occurance | 56.80% |
| Ratio | 0.76 |
Average Up/Down Moves | |
| Average Positive Move | 1.18% |
| Average Negative Move | -1.07% |
| Ratio | -1.10 |
Maximum Up/Down Moves | |
| Largest Positive Move | 8.88% |
| Largest Negative Move | -5.92% |
| Ratio | -1.50 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.10% |
| Median Return | -0.24% |
| Std Dev (Volatility) | 1.63% |
| Observations | 125 |
Distribution Shape | |
| Skewness | 1.29 |
| Excess Kurtosis | 7.60 |
| Jarque-Bera | 335.4 (non-normal) |
| Positively skewed (longer right tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -2.01% |
| Value at Risk (99%) | -3.27% |
| Expected Shortfall (CVaR 95%) | -3.11% |
| Expectancy / Period | -0.10% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -2.01% | -0.98% | -0.24% | 0.58% | 2.49% |
| 90% of intervals returns fall between -2.01% and 2.49%. | ||||
Key Observations |
| RCI posted 125 intervals returns averaging -0.10% (median -0.24%) with a 1.63% 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 43.2% of the time, giving an expectancy of -0.10% per period. In the worst 5% of periods, returns fell below -2.01%, averaging -3.11% (Expected Shortfall). The most recent move of -0.11% ranks in the 54th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 28-Jan | 29-Jan-2026 | -5.92 |
| 22-Oct | 23-Oct-2025 | -3.30 |
| 06-Jul | 07-Jul-2026 | -3.17 |
| 14-Jul | 15-Jul-2026 | -2.78 |
| 06-Oct | 07-Oct-2025 | -2.38 |
| 20-Mar | 23-Mar-2026 | -2.20 |
| 27-May | 28-May-2026 | -2.01 |
| 29-May | 01-Jun-2026 | -2.00 |
| 04-May | 05-May-2026 | -1.85 |
| 08-Oct | 09-Oct-2025 | -1.85 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 01-Apr | 02-Apr-2026 | 8.88 |
| 29-Jun | 30-Jun-2026 | 4.77 |
| 18-Jun | 22-Jun-2026 | 3.64 |
| 06-Apr | 07-Apr-2026 | 3.43 |
| 23-Jun | 24-Jun-2026 | 3.07 |
| 16-Jun | 17-Jun-2026 | 2.56 |
| 30-Jan | 02-Feb-2026 | 2.54 |
| 02-Dec | 03-Dec-2025 | 2.28 |
| 05-Jan | 06-Jan-2026 | 1.87 |
| 05-Feb | 06-Feb-2026 | 1.86 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 28.17 | 20 | above 0.0% | 35.19 | 19 |
| below -0.5% | 29.58 | 21 | above 0.5% | 20.37 | 11 |
| below -1.0% | 21.13 | 15 | above 1.0% | 22.22 | 12 |
| below -1.5% | 9.86 | 7 | above 1.5% | 7.41 | 4 |
| below -2.0% | 5.63 | 4 | above 2.0% | 1.85 | 1 |
| below -2.5% | 1.41 | 1 | above 2.5% | 3.70 | 2 |
| below -3.0% | 2.82 | 2 | above 3.0% | 3.70 | 2 |
| below -3.5% | above 3.5% | 1.85 | 1 | ||
| below -4.0% | above 4.0% | ||||
| below -4.5% | above 4.5% | 1.85 | 1 | ||
| below -5.0% | 1.41 | 1 | above 5.0% | ||
| below -6.0% | above 6.0% | ||||
| below -7.0% | above 7.0% | ||||
| below -8.0% | above 8.0% | 1.85 | 1 | ||
| 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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