Historical Price Distribution Analysis
Positive vs Negative Occurrences | |
| Positive Occurance | 48.80% |
| Negative Occurance | 51.20% |
| Ratio | 0.95 |
Average Up/Down Moves | |
| Average Positive Move | 1.61% |
| Average Negative Move | -1.60% |
| Ratio | -1.01 |
Maximum Up/Down Moves | |
| Largest Positive Move | 5.88% |
| Largest Negative Move | -13.29% |
| Ratio | -0.44 |
Intervals Distribution Statistics
Central Tendency & Dispersion | |
| Mean Return | -0.03% |
| Median Return | -0.04% |
| Std Dev (Volatility) | 2.36% |
| Observations | 125 |
Distribution Shape | |
| Skewness | -1.54 |
| Excess Kurtosis | 8.11 |
| Jarque-Bera | 392.0 (non-normal) |
| Negatively skewed (longer left tail). Fat-tailed — outliers more likely than normal. | |
Tail Risk & Expectancy | |
| Value at Risk (95%) | -3.02% |
| Value at Risk (99%) | -7.92% |
| Expected Shortfall (CVaR 95%) | -5.85% |
| Expectancy / Period | -0.03% |
Percentile Band | ||||
| 5th | 25th | Median | 75th | 95th |
| -3.02% | -1.22% | -0.04% | 1.17% | 3.49% |
| 90% of intervals returns fall between -3.02% and 3.49%. | ||||
Key Observations |
| AMZN posted 125 intervals returns averaging -0.03% (median -0.04%) with a 2.36% standard deviation. The distribution is negatively skewed (longer left 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 48.8% of the time, giving an expectancy of -0.03% per period. In the worst 5% of periods, returns fell below -3.02%, averaging -5.85% (Expected Shortfall). The most recent move of -1.31% ranks in the 22th percentile — below its typical range. |
| Top 10 Negative Returns | |
| Date | Returns (%) |
| 30-Jul | 31-Jul-2026 | -13.29 |
| 30-Oct | 31-Oct-2025 | -8.75 |
| 08-Apr | 09-Apr-2026 | -5.31 |
| 27-Aug | 28-Aug-2026 | -3.82 |
| 30-Mar | 31-Mar-2026 | -3.51 |
| 05-Jan | 06-Jan-2026 | -3.27 |
| 12-Jun | 15-Jun-2026 | -3.04 |
| 14-Jul | 15-Jul-2026 | -2.93 |
| 26-Jan | 27-Jan-2026 | -2.56 |
| 20-Oct | 21-Oct-2025 | -2.50 |
| Top 10 Positive Returns | |
| Date | Returns (%) |
| 05-Feb | 06-Feb-2026 | 5.88 |
| 18-Jun | 22-Jun-2026 | 4.98 |
| 22-Jul | 23-Jul-2026 | 4.79 |
| 17-Nov | 18-Nov-2025 | 4.64 |
| 26-Mar | 27-Mar-2026 | 4.11 |
| 29-May | 01-Jun-2026 | 3.59 |
| 16-Jun | 17-Jun-2026 | 3.58 |
| 04-Jun | 05-Jun-2026 | 3.15 |
| 05-Nov | 06-Nov-2025 | 2.95 |
| 02-Jun | 03-Jun-2026 | 2.60 |
| Intervals Negative Returns | Intervals Positive Returns | ||||
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% | 28.13 | 18 | above 0.0% | 19.67 | 12 |
| below -0.5% | 17.19 | 11 | above 0.5% | 22.95 | 14 |
| below -1.0% | 18.75 | 12 | above 1.0% | 16.39 | 10 |
| below -1.5% | 12.50 | 8 | above 1.5% | 9.84 | 6 |
| below -2.0% | 9.38 | 6 | above 2.0% | 11.48 | 7 |
| below -2.5% | 3.13 | 2 | above 2.5% | 6.56 | 4 |
| below -3.0% | 3.13 | 2 | above 3.0% | 1.64 | 1 |
| below -3.5% | 3.13 | 2 | above 3.5% | 3.28 | 2 |
| below -4.0% | above 4.0% | 1.64 | 1 | ||
| below -4.5% | above 4.5% | 4.92 | 3 | ||
| below -5.0% | 1.56 | 1 | above 5.0% | 1.64 | 1 |
| below -6.0% | above 6.0% | ||||
| below -7.0% | above 7.0% | ||||
| below -8.0% | 1.56 | 1 | above 8.0% | ||
| below -9.0% | above 9.0% | ||||
| below -10.0% | 1.56 | 1 | 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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