232.69
5.68
(2.50%)
06/26/2026
Amazon.com, Inc. (AMZN)Historical Price Distribution Analysis
Positive vs Negative Occurrences |
| Positive Occurance | 46.40% |
| Negative Occurance | 53.60% |
| Ratio | 0.87 |
Average Up/Down Moves |
| Average Positive Move | 1.70% |
| Average Negative Move | -1.26% |
| Ratio | -1.35 |
Maximum Up/Down Moves |
| Largest Positive Move | 9.02% |
| Largest Negative Move | -8.75% |
| Ratio | -1.03 |
Intervals Distribution Statistics
Most Recent intervals return of -2.44% ranks in the 7th percentile — an unusually weak move (bottom decile).
Central Tendency & Dispersion |
| Mean Return | 0.11% |
| Median Return | -0.11% |
| Std Dev (Volatility) | 2.10% |
| Observations | 125 |
Distribution Shape |
| Skewness | 0.26 |
| Excess Kurtosis | 4.27 |
| Jarque-Bera | 96.5 (non-normal) |
Positively skewed (longer right tail).
Fat-tailed — outliers more likely than normal. |
Tail Risk & Expectancy |
| Value at Risk (95%) | -2.49% |
| Value at Risk (99%) | -4.88% |
| Expected Shortfall (CVaR 95%) | -4.13% |
| Expectancy / Period | 0.11% |
Percentile Band |
| 5th |
25th |
Median |
75th |
95th |
| -2.49% |
-1.08% |
-0.11% |
1.10% |
3.49% |
| 90% of intervals returns fall between -2.49% and 3.49%. |
Key Observations |
| AMZN posted 125 intervals returns averaging 0.11% (median -0.11%) with a 2.10% 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 46.4% of the time, giving an expectancy of 0.11% per period. In the worst 5% of periods, returns fell below -2.49%, averaging -4.13% (Expected Shortfall). The most recent move of -2.44% ranks in the 7th percentile — an unusually weak move (bottom decile). |
| Top 10 Negative Returns |
| Date | Returns (%) |
| 30-Oct | 31-Oct-2025 | -8.75 |
| 08-Apr | 09-Apr-2026 | -5.31 |
| 30-Mar | 31-Mar-2026 | -3.51 |
| 05-Jan | 06-Jan-2026 | -3.27 |
| 12-Jun | 15-Jun-2026 | -3.04 |
| 26-Jan | 27-Jan-2026 | -2.56 |
| 20-Oct | 21-Oct-2025 | -2.50 |
| 21-Nov | 24-Nov-2025 | -2.47 |
| 25-Jun | 26-Jun-2026 | -2.44 |
| 20-Mar | 23-Mar-2026 | -2.27 |
| Top 10 Positive Returns |
| Date | Returns (%) |
| 31-Jul | 01-Aug-2025 | 9.02 |
| 05-Feb | 06-Feb-2026 | 5.88 |
| 18-Jun | 22-Jun-2026 | 4.98 |
| 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 |
| 22-Sep | 23-Sep-2025 | 3.14 |
| 05-Nov | 06-Nov-2025 | 2.95 |
| Intervals Negative Returns |
Intervals Positive Returns |
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% |
35.82 |
24 |
above 0.0% |
20.69 |
12 |
| below -0.5% |
14.93 |
10 |
above 0.5% |
22.41 |
13 |
| below -1.0% |
17.91 |
12 |
above 1.0% |
17.24 |
10 |
| below -1.5% |
13.43 |
9 |
above 1.5% |
8.62 |
5 |
| below -2.0% |
8.96 |
6 |
above 2.0% |
8.62 |
5 |
| below -2.5% |
1.49 |
1 |
above 2.5% |
6.90 |
4 |
| below -3.0% |
2.99 |
2 |
above 3.0% |
3.45 |
2 |
| below -3.5% |
1.49 |
1 |
above 3.5% |
3.45 |
2 |
| below -4.0% |
|
|
above 4.0% |
1.72 |
1 |
| below -4.5% |
|
|
above 4.5% |
3.45 |
2 |
| below -5.0% |
1.49 |
1 |
above 5.0% |
1.72 |
1 |
| below -6.0% |
|
|
above 6.0% |
|
|
| below -7.0% |
|
|
above 7.0% |
|
|
| below -8.0% |
1.49 |
1 |
above 8.0% |
|
|
| below -9.0% |
|
|
above 9.0% |
1.72 |
1 |
| below -10.0% |
|
|
above 10.0% |
|
|