84.12
0.92
(1.11%)
07/10/2026
State Street Consumer Staples Select Sector SPDR ETF (XLP)Historical Price Distribution Analysis
Positive vs Negative Occurrences |
| Positive Occurance | 52.00% |
| Negative Occurance | 46.40% |
| Ratio | 1.12 |
Average Up/Down Moves |
| Average Positive Move | 0.59% |
| Average Negative Move | -0.72% |
| Ratio | -0.81 |
Maximum Up/Down Moves |
| Largest Positive Move | 2.50% |
| Largest Negative Move | -1.84% |
| Ratio | -1.36 |
Intervals Distribution Statistics
Most Recent intervals return of -1.09% ranks in the 14th percentile — below its typical range.
Central Tendency & Dispersion |
| Mean Return | -0.03% |
| Median Return | 0.08% |
| Std Dev (Volatility) | 0.82% |
| Observations | 123 |
Distribution Shape |
| Skewness | -0.18 |
| Excess Kurtosis | -0.03 |
| Jarque-Bera | 0.7 (normal) |
Negatively skewed (longer left tail).
Near-normal tails. |
Tail Risk & Expectancy |
| Value at Risk (95%) | -1.56% |
| Value at Risk (99%) | -1.80% |
| Expected Shortfall (CVaR 95%) | -1.68% |
| Expectancy / Period | -0.03% |
Percentile Band |
| 5th |
25th |
Median |
75th |
95th |
| -1.56% |
-0.47% |
0.08% |
0.59% |
1.05% |
| 90% of intervals returns fall between -1.56% and 1.05%. |
Key Observations |
| XLP posted 123 intervals returns averaging -0.03% (median 0.08%) with a 0.82% standard deviation. The distribution is negatively skewed (longer left tail) with near-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 52.8% of the time, giving an expectancy of -0.03% per period. In the worst 5% of periods, returns fell below -1.56%, averaging -1.68% (Expected Shortfall). The most recent move of -1.09% ranks in the 14th percentile — below its typical range. |
| Top 10 Negative Returns |
| Date | Returns (%) |
| 22-Jun | 23-Jun-2026 | -1.84 |
| 07-Apr | 08-Apr-2026 | -1.84 |
| 29-Jan | 30-Jan-2026 | -1.65 |
| 29-Apr | 30-Apr-2026 | -1.65 |
| 09-Jun | 10-Jun-2026 | -1.63 |
| 02-Feb | 03-Feb-2026 | -1.59 |
| 13-Oct | 14-Oct-2025 | -1.57 |
| 15-May | 18-May-2026 | -1.47 |
| 06-Nov | 07-Nov-2025 | -1.45 |
| 05-Aug | 06-Aug-2025 | -1.41 |
| Top 10 Positive Returns |
| Date | Returns (%) |
| 17-Mar | 18-Mar-2026 | 2.50 |
| 28-May | 29-May-2026 | 1.83 |
| 27-Feb | 02-Mar-2026 | 1.46 |
| 09-Apr | 10-Apr-2026 | 1.31 |
| 19-Sep | 22-Sep-2025 | 1.13 |
| 06-Jan | 07-Jan-2026 | 1.11 |
| 02-Jul | 06-Jul-2026 | 1.06 |
| 27-Jan | 28-Jan-2026 | 1.02 |
| 14-Jul | 15-Jul-2025 | 1.01 |
| 27-Oct | 28-Oct-2025 | 1.00 |
| Intervals Negative Returns |
Intervals Positive Returns |
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% |
48.28 |
28 |
above 0.0% |
49.23 |
32 |
| below -0.5% |
18.97 |
11 |
above 0.5% |
35.38 |
23 |
| below -1.0% |
20.69 |
12 |
above 1.0% |
12.31 |
8 |
| below -1.5% |
12.07 |
7 |
above 1.5% |
1.54 |
1 |
| below -2.0% |
|
|
above 2.0% |
1.54 |
1 |
| 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% |
|
|