Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 44.80% |
| Negative Occurance | 50.40% |
| Ratio | 0.89 |
Average Up/Down Moves | |
| Average Positive Move | 2.08% |
| Average Negative Move | -1.92% |
| Ratio | -1.09 |
Maximum Up/Down Moves | |
| Largest Positive Move | 10.66% |
| Largest Negative Move | -7.79% |
| Ratio | -1.37 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.04% |
| Median Return | -0.22% |
| Std Dev (Volatility) | 2.68% |
| Observations | 119 |
Distribution Shape | |
| Skewness | 0.35 |
| Excess Kurtosis | 2.21 |
| Jarque-Bera | 26.6 (non-normal) |
| Positively skewed (longer right tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -3.96% |
| Value at Risk (99%) | -6.83% |
| Expected Shortfall (CVaR 95%) | -5.90% |
| Expectancy / Period | -0.04% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -3.96% | -1.62% | -0.22% | 1.77% | 3.44% |
| 90% of intervals returns fall between -3.96% and 3.44%. | ||||
Key Observations |
| SJT posted 119 intervals returns averaging -0.04% (median -0.22%) 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 47.1% of the time, giving an expectancy of -0.04% per period. In the worst 5% of periods, returns fell below -3.96%, averaging -5.90% (Expected Shortfall). The most recent move of -1.32% ranks in the 31th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 29-Jun | 30-Jun-2026 | -7.79 |
| 19-Aug | 20-Aug-2026 | -6.90 |
| 08-May | 11-May-2026 | -6.55 |
| 22-Oct | 23-Oct-2025 | -5.25 |
| 30-Sep | 01-Oct-2025 | -4.58 |
| 02-Dec | 03-Dec-2025 | -4.33 |
| 11-Aug | 12-Aug-2026 | -3.91 |
| 18-Mar | 19-Mar-2026 | -3.73 |
| 03-Nov | 04-Nov-2025 | -3.67 |
| 04-Sep | 08-Sep-2026 | -3.58 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 20-Jul | 21-Jul-2026 | 10.66 |
| 08-Jun | 09-Jun-2026 | 7.78 |
| 04-May | 05-May-2026 | 6.06 |
| 04-Jun | 05-Jun-2026 | 5.69 |
| 16-Jun | 17-Jun-2026 | 4.10 |
| 12-Jun | 15-Jun-2026 | 3.75 |
| 08-Jul | 09-Jul-2026 | 3.40 |
| 30-Jan | 02-Feb-2026 | 3.24 |
| 25-Aug | 26-Aug-2026 | 3.17 |
| 10-Dec | 11-Dec-2025 | 3.08 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 20.63 | 13 | above 0.0% | 12.50 | 7 |
| below -0.5% | 17.46 | 11 | above 0.5% | 21.43 | 12 |
| below -1.0% | 9.52 | 6 | above 1.0% | 10.71 | 6 |
| below -1.5% | 19.05 | 12 | above 1.5% | 14.29 | 8 |
| below -2.0% | 7.94 | 5 | above 2.0% | 12.50 | 7 |
| below -2.5% | 4.76 | 3 | above 2.5% | 10.71 | 6 |
| below -3.0% | 4.76 | 3 | above 3.0% | 7.14 | 4 |
| below -3.5% | 6.35 | 4 | above 3.5% | 1.79 | 1 |
| below -4.0% | 1.59 | 1 | above 4.0% | 1.79 | 1 |
| below -4.5% | 1.59 | 1 | above 4.5% | ||
| below -5.0% | 1.59 | 1 | above 5.0% | 1.79 | 1 |
| below -6.0% | 3.17 | 2 | above 6.0% | 1.79 | 1 |
| below -7.0% | 1.59 | 1 | above 7.0% | 1.79 | 1 |
| below -8.0% | above 8.0% | ||||
| below -9.0% | above 9.0% | ||||
| below -10.0% | above 10.0% | 1.79 | 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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