940.87
-4.70
(-0.50%)
07/17/2026
Costco Wholesale Corporation (COST)Historical Price Distribution Analysis
Positive vs Negative Occurrences |
| Positive Occurance | 49.60% |
| Negative Occurance | 50.40% |
| Ratio | 0.98 |
Average Up/Down Moves |
| Average Positive Move | 0.93% |
| Average Negative Move | -0.97% |
| Ratio | -0.97 |
Maximum Up/Down Moves |
| Largest Positive Move | 4.40% |
| Largest Negative Move | -3.58% |
| Ratio | -1.23 |
Intervals Distribution Statistics
Most Recent intervals return of 0.50% ranks in the 67th percentile — within its typical range.
Central Tendency & Dispersion |
| Mean Return | -0.02% |
| Median Return | -0.02% |
| Std Dev (Volatility) | 1.26% |
| Observations | 125 |
Distribution Shape |
| Skewness | 0.20 |
| Excess Kurtosis | 1.00 |
| Jarque-Bera | 6.0 (non-normal) |
Positively skewed (longer right tail).
Fat-tailed — outliers more likely than normal. |
Tail Risk & Expectancy |
| Value at Risk (95%) | -1.92% |
| Value at Risk (99%) | -2.96% |
| Expected Shortfall (CVaR 95%) | -2.67% |
| Expectancy / Period | -0.02% |
Percentile Band |
| 5th |
25th |
Median |
75th |
95th |
| -1.92% |
-0.79% |
-0.02% |
0.76% |
2.23% |
| 90% of intervals returns fall between -1.92% and 2.23%. |
Key Observations |
| COST posted 125 intervals returns averaging -0.02% (median -0.02%) with a 1.26% 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 49.6% of the time, giving an expectancy of -0.02% per period. In the worst 5% of periods, returns fell below -1.92%, averaging -2.67% (Expected Shortfall). The most recent move of 0.50% ranks in the 67th percentile — within its typical range. |
| Top 10 Negative Returns |
| Date | Returns (%) |
| 07-Jan | 08-Jan-2026 | -3.58 |
| 08-Oct | 09-Oct-2025 | -2.98 |
| 30-Jan | 02-Feb-2026 | -2.90 |
| 01-Jul | 02-Jul-2026 | -2.84 |
| 26-Feb | 27-Feb-2026 | -2.38 |
| 11-Feb | 12-Feb-2026 | -2.07 |
| 09-Jan | 12-Jan-2026 | -1.93 |
| 20-Jan | 21-Jan-2026 | -1.89 |
| 01-Apr | 02-Apr-2026 | -1.81 |
| 18-May | 19-May-2026 | -1.63 |
| Top 10 Positive Returns |
| Date | Returns (%) |
| 08-Jul | 09-Jul-2026 | 4.40 |
| 12-Dec | 15-Dec-2025 | 2.78 |
| 09-Feb | 10-Feb-2026 | 2.71 |
| 20-Aug | 21-Aug-2025 | 2.57 |
| 22-May | 26-May-2026 | 2.52 |
| 04-Mar | 05-Mar-2026 | 2.46 |
| 20-May | 21-May-2026 | 2.24 |
| 16-Jun | 17-Jun-2026 | 2.18 |
| 17-Nov | 18-Nov-2025 | 1.96 |
| 22-Aug | 25-Aug-2025 | 1.80 |
| Intervals Negative Returns |
Intervals Positive Returns |
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% |
31.75 |
20 |
above 0.0% |
33.87 |
21 |
| below -0.5% |
26.98 |
17 |
above 0.5% |
35.48 |
22 |
| below -1.0% |
20.63 |
13 |
above 1.0% |
12.90 |
8 |
| below -1.5% |
11.11 |
7 |
above 1.5% |
4.84 |
3 |
| below -2.0% |
3.17 |
2 |
above 2.0% |
4.84 |
3 |
| below -2.5% |
4.76 |
3 |
above 2.5% |
6.45 |
4 |
| below -3.0% |
|
|
above 3.0% |
|
|
| below -3.5% |
1.59 |
1 |
above 3.5% |
|
|
| below -4.0% |
|
|
above 4.0% |
1.61 |
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% |
|
|