Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 50.79% |
| Negative Occurance | 49.21% |
| Ratio | 1.03 |
Average Up/Down Moves | |
| Average Positive Move | 0.89% |
| Average Negative Move | -0.98% |
| Ratio | -0.91 |
Maximum Up/Down Moves | |
| Largest Positive Move | 4.36% |
| Largest Negative Move | -3.69% |
| Ratio | -1.18 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.03% |
| Median Return | 0.04% |
| Std Dev (Volatility) | 1.22% |
| Observations | 126 |
Distribution Shape | |
| Skewness | 0.01 |
| Excess Kurtosis | 0.97 |
| Jarque-Bera | 5.0 (normal) |
| Roughly symmetric. Near-normal tails. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -2.15% |
| Value at Risk (99%) | -2.89% |
| Expected Shortfall (CVaR 95%) | -2.67% |
| Expectancy / Period | -0.03% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -2.15% | -0.80% | 0.04% | 0.76% | 1.91% |
| 90% of intervals returns fall between -2.15% and 1.91%. | ||||
Key Observations |
| $IXIC posted 126 intervals returns averaging -0.03% (median 0.04%) with a 1.22% standard deviation. The distribution is roughly symmetric with near-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 50.8% of the time, giving an expectancy of -0.03% per period. In the worst 5% of periods, returns fell below -2.15%, averaging -2.67% (Expected Shortfall). The most recent move of 0.66% ranks in the 73th percentile — above its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 30-Mar | 31-Mar-2026 | -3.69 |
| 12-Jun | 15-Jun-2026 | -2.98 |
| 21-Nov | 24-Nov-2025 | -2.62 |
| 03-Aug | 04-Aug-2026 | -2.52 |
| 10-Jun | 11-Jun-2026 | -2.48 |
| 07-Nov | 10-Nov-2025 | -2.22 |
| 10-Oct | 13-Oct-2025 | -2.16 |
| 05-Feb | 06-Feb-2026 | -2.13 |
| 24-Oct | 27-Oct-2025 | -1.83 |
| 14-Apr | 15-Apr-2026 | -1.57 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 04-Jun | 05-Jun-2026 | 4.36 |
| 19-Nov | 20-Nov-2025 | 2.20 |
| 22-Jul | 23-Jul-2026 | 2.20 |
| 26-Mar | 27-Mar-2026 | 2.19 |
| 03-Nov | 04-Nov-2025 | 2.08 |
| 11-Feb | 12-Feb-2026 | 2.08 |
| 05-Nov | 06-Nov-2025 | 1.93 |
| 16-Dec | 17-Dec-2025 | 1.84 |
| 28-Jul | 29-Jul-2026 | 1.78 |
| 10-Jul | 13-Jul-2026 | 1.58 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 29.03 | 18 | above 0.0% | 37.50 | 24 |
| below -0.5% | 32.26 | 20 | above 0.5% | 26.56 | 17 |
| below -1.0% | 20.97 | 13 | above 1.0% | 17.19 | 11 |
| below -1.5% | 4.84 | 3 | above 1.5% | 9.38 | 6 |
| below -2.0% | 6.45 | 4 | above 2.0% | 7.81 | 5 |
| below -2.5% | 4.84 | 3 | above 2.5% | ||
| below -3.0% | above 3.0% | ||||
| below -3.5% | 1.61 | 1 | above 3.5% | ||
| below -4.0% | above 4.0% | 1.56 | 1 | ||
| 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% | ||||
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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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