Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 51.59% |
| Negative Occurance | 48.41% |
| Ratio | 1.07 |
Average Up/Down Moves | |
| Average Positive Move | 1.47% |
| Average Negative Move | -1.55% |
| Ratio | -0.95 |
Maximum Up/Down Moves | |
| Largest Positive Move | 6.39% |
| Largest Negative Move | -4.66% |
| Ratio | -1.37 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | 0.01% |
| Median Return | 0.14% |
| Std Dev (Volatility) | 1.89% |
| Observations | 126 |
Distribution Shape | |
| Skewness | 0.21 |
| Excess Kurtosis | 0.38 |
| Jarque-Bera | 1.7 (normal) |
| Positively skewed (longer right tail). Near-normal tails. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -2.64% |
| Value at Risk (99%) | -4.15% |
| Expected Shortfall (CVaR 95%) | -3.74% |
| Expectancy / Period | 0.01% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -2.64% | -1.24% | 0.14% | 1.24% | 3.12% |
| 90% of intervals returns fall between -2.64% and 3.12%. | ||||
Key Observations |
| ULTA posted 126 intervals returns averaging 0.01% (median 0.14%) with a 1.89% standard deviation. The distribution is positively skewed (longer right tail) with near-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 51.6% of the time, giving an expectancy of 0.01% per period. In the worst 5% of periods, returns fell below -2.64%, averaging -3.74% (Expected Shortfall). The most recent move of -1.24% ranks in the 25th percentile — below its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 06-Aug | 07-Aug-2026 | -4.66 |
| 27-Jul | 28-Jul-2026 | -4.19 |
| 31-Jul | 03-Aug-2026 | -4.04 |
| 20-Nov | 21-Nov-2025 | -3.71 |
| 28-Aug | 31-Aug-2026 | -3.65 |
| 17-Apr | 20-Apr-2026 | -3.30 |
| 15-Jul | 16-Jul-2026 | -2.66 |
| 31-Mar | 01-Apr-2026 | -2.59 |
| 29-Jan | 30-Jan-2026 | -2.51 |
| 19-Dec | 22-Dec-2025 | -2.46 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 26-Jun | 29-Jun-2026 | 6.39 |
| 11-Mar | 12-Mar-2026 | 4.47 |
| 14-Nov | 17-Nov-2025 | 3.88 |
| 23-Jan | 26-Jan-2026 | 3.75 |
| 13-Mar | 16-Mar-2026 | 3.67 |
| 14-Aug | 17-Aug-2026 | 3.53 |
| 12-Aug | 13-Aug-2026 | 3.17 |
| 15-May | 18-May-2026 | 3.00 |
| 01-May | 04-May-2026 | 2.69 |
| 17-Feb | 18-Feb-2026 | 2.52 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 13.11 | 8 | above 0.0% | 24.62 | 16 |
| below -0.5% | 19.67 | 12 | above 0.5% | 15.38 | 10 |
| below -1.0% | 24.59 | 15 | above 1.0% | 23.08 | 15 |
| below -1.5% | 14.75 | 9 | above 1.5% | 12.31 | 8 |
| below -2.0% | 13.11 | 8 | above 2.0% | 9.23 | 6 |
| below -2.5% | 4.92 | 3 | above 2.5% | 3.08 | 2 |
| below -3.0% | 1.64 | 1 | above 3.0% | 3.08 | 2 |
| below -3.5% | 3.28 | 2 | above 3.5% | 6.15 | 4 |
| below -4.0% | 3.28 | 2 | above 4.0% | 1.54 | 1 |
| below -4.5% | 1.64 | 1 | above 4.5% | ||
| below -5.0% | above 5.0% | ||||
| below -6.0% | above 6.0% | 1.54 | 1 | ||
| below -7.0% | above 7.0% | ||||
| below -8.0% | above 8.0% | ||||
| 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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