Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 42.86% |
| Negative Occurance | 57.14% |
| Ratio | 0.75 |
Average Up/Down Moves | |
| Average Positive Move | 1.35% |
| Average Negative Move | -1.62% |
| Ratio | -0.84 |
Maximum Up/Down Moves | |
| Largest Positive Move | 3.29% |
| Largest Negative Move | -9.44% |
| Ratio | -0.35 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.34% |
| Median Return | -0.25% |
| Std Dev (Volatility) | 1.96% |
| Observations | 126 |
Distribution Shape | |
| Skewness | -0.84 |
| Excess Kurtosis | 2.67 |
| Jarque-Bera | 52.1 (non-normal) |
| Negatively skewed (longer left tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -3.19% |
| Value at Risk (99%) | -5.43% |
| Expected Shortfall (CVaR 95%) | -4.87% |
| Expectancy / Period | -0.34% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -3.19% | -1.50% | -0.25% | 1.05% | 2.64% |
| 90% of intervals returns fall between -3.19% and 2.64%. | ||||
Key Observations |
| SNX posted 126 intervals returns averaging -0.34% (median -0.25%) with a 1.96% standard deviation. The distribution is negatively skewed (longer left 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 42.9% of the time, giving an expectancy of -0.34% per period. In the worst 5% of periods, returns fell below -3.19%, averaging -4.87% (Expected Shortfall). The most recent move of -0.04% ranks in the 57th percentile — within its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 31-Mar | 01-Apr-2026 | -9.44 |
| 28-May | 29-May-2026 | -5.77 |
| 23-Mar | 24-Mar-2026 | -4.43 |
| 07-Jul | 08-Jul-2026 | -3.97 |
| 12-Jan | 13-Jan-2026 | -3.66 |
| 21-Apr | 22-Apr-2026 | -3.63 |
| 02-Apr | 06-Apr-2026 | -3.20 |
| 01-Jun | 02-Jun-2026 | -3.16 |
| 24-Aug | 25-Aug-2026 | -3.08 |
| 25-Sep | 26-Sep-2025 | -2.92 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 10-Nov | 11-Nov-2025 | 3.29 |
| 09-Oct | 10-Oct-2025 | 3.24 |
| 18-Aug | 19-Aug-2026 | 3.19 |
| 11-Mar | 12-Mar-2026 | 3.02 |
| 14-Nov | 17-Nov-2025 | 3.00 |
| 15-Jul | 16-Jul-2026 | 2.67 |
| 11-May | 12-May-2026 | 2.65 |
| 06-Aug | 07-Aug-2026 | 2.62 |
| 25-Mar | 26-Mar-2026 | 2.59 |
| 16-Jan | 20-Jan-2026 | 2.54 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 23.61 | 17 | above 0.0% | 27.78 | 15 |
| below -0.5% | 12.50 | 9 | above 0.5% | 11.11 | 6 |
| below -1.0% | 20.83 | 15 | above 1.0% | 22.22 | 12 |
| below -1.5% | 16.67 | 12 | above 1.5% | 11.11 | 6 |
| below -2.0% | 4.17 | 3 | above 2.0% | 9.26 | 5 |
| below -2.5% | 9.72 | 7 | above 2.5% | 11.11 | 6 |
| below -3.0% | 4.17 | 3 | above 3.0% | 7.41 | 4 |
| below -3.5% | 4.17 | 3 | above 3.5% | ||
| below -4.0% | 1.39 | 1 | above 4.0% | ||
| below -4.5% | above 4.5% | ||||
| below -5.0% | 1.39 | 1 | above 5.0% | ||
| below -6.0% | above 6.0% | ||||
| below -7.0% | above 7.0% | ||||
| below -8.0% | above 8.0% | ||||
| below -9.0% | 1.39 | 1 | 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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