11.49
-0.38
(-3.16%)
07/17/2026
Intellia Therapeutics, Inc. (NTLA)Historical Price Distribution Analysis
Positive vs Negative Occurrences |
| Positive Occurance | 50.00% |
| Negative Occurance | 50.00% |
| Ratio | 1.00 |
Average Up/Down Moves |
| Average Positive Move | 4.89% |
| Average Negative Move | -3.53% |
| Ratio | -1.38 |
Maximum Up/Down Moves |
| Largest Positive Move | 73.09% |
| Largest Negative Move | -18.83% |
| Ratio | -3.88 |
Intervals Distribution Statistics
Most Recent intervals return of 3.27% ranks in the 75th percentile — above its typical range.
Central Tendency & Dispersion |
| Mean Return | 0.68% |
| Median Return | 0.02% |
| Std Dev (Volatility) | 8.10% |
| Observations | 126 |
Distribution Shape |
| Skewness | 5.60 |
| Excess Kurtosis | 49.00 |
| Jarque-Bera | 13,266.4 (non-normal) |
Positively skewed (longer right tail).
Fat-tailed — outliers more likely than normal. |
Tail Risk & Expectancy |
| Value at Risk (95%) | -7.91% |
| Value at Risk (99%) | -10.37% |
| Expected Shortfall (CVaR 95%) | -10.56% |
| Expectancy / Period | 0.68% |
Percentile Band |
| 5th |
25th |
Median |
75th |
95th |
| -7.91% |
-2.37% |
0.02% |
3.27% |
8.87% |
| 90% of intervals returns fall between -7.91% and 8.87%. |
Key Observations |
| NTLA posted 126 intervals returns averaging 0.68% (median 0.02%) with a 8.10% 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 50.0% of the time, giving an expectancy of 0.68% per period. In the worst 5% of periods, returns fell below -7.91%, averaging -10.56% (Expected Shortfall). The most recent move of 3.27% ranks in the 75th percentile — above its typical range. |
| Top 10 Negative Returns |
| Date | Returns (%) |
| 12-Jun | 15-Jun-2026 | -18.83 |
| 02-Dec | 03-Dec-2025 | -10.60 |
| 05-Feb | 06-Feb-2026 | -9.69 |
| 09-Jan | 12-Jan-2026 | -9.19 |
| 30-Mar | 31-Mar-2026 | -9.13 |
| 20-Jan | 21-Jan-2026 | -8.55 |
| 30-Sep | 01-Oct-2025 | -7.94 |
| 14-Oct | 15-Oct-2025 | -7.83 |
| 22-Aug | 25-Aug-2025 | -7.56 |
| 21-Jul | 22-Jul-2025 | -6.38 |
| Top 10 Positive Returns |
| Date | Returns (%) |
| 24-Oct | 27-Oct-2025 | 73.09 |
| 02-Mar | 03-Mar-2026 | 13.45 |
| 23-Jul | 24-Jul-2025 | 11.42 |
| 05-Nov | 06-Nov-2025 | 10.15 |
| 10-Jul | 13-Jul-2026 | 9.18 |
| 08-Jul | 09-Jul-2026 | 9.07 |
| 04-Jun | 05-Jun-2026 | 8.94 |
| 22-Jan | 23-Jan-2026 | 8.68 |
| 11-Nov | 12-Nov-2025 | 7.27 |
| 03-Nov | 04-Nov-2025 | 7.13 |
| Intervals Negative Returns |
Intervals Positive Returns |
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% |
4.76 |
3 |
above 0.0% |
9.52 |
6 |
| below -0.5% |
12.70 |
8 |
above 0.5% |
9.52 |
6 |
| below -1.0% |
11.11 |
7 |
above 1.0% |
11.11 |
7 |
| below -1.5% |
12.70 |
8 |
above 1.5% |
6.35 |
4 |
| below -2.0% |
9.52 |
6 |
above 2.0% |
7.94 |
5 |
| below -2.5% |
4.76 |
3 |
above 2.5% |
1.59 |
1 |
| below -3.0% |
3.17 |
2 |
above 3.0% |
6.35 |
4 |
| below -3.5% |
12.70 |
8 |
above 3.5% |
7.94 |
5 |
| below -4.0% |
4.76 |
3 |
above 4.0% |
4.76 |
3 |
| below -4.5% |
|
|
above 4.5% |
6.35 |
4 |
| below -5.0% |
7.94 |
5 |
above 5.0% |
3.17 |
2 |
| below -6.0% |
1.59 |
1 |
above 6.0% |
7.94 |
5 |
| below -7.0% |
4.76 |
3 |
above 7.0% |
4.76 |
3 |
| below -8.0% |
1.59 |
1 |
above 8.0% |
3.17 |
2 |
| below -9.0% |
4.76 |
3 |
above 9.0% |
3.17 |
2 |
| below -10.0% |
3.17 |
2 |
above 10.0% |
6.35 |
4 |