Most Recent intervals return of -0.77% ranks in the 34th percentile — within its typical range.
Central Tendency & Dispersion
Mean Return
-0.12%
Median Return
-0.15%
Std Dev (Volatility)
1.86%
Observations
126
Distribution Shape
Skewness
0.04
Excess Kurtosis
0.01
Jarque-Bera
0.0 (normal)
Roughly symmetric. Near-normal tails.
Tail Risk & Expectancy
Value at Risk (95%)
-3.38%
Value at Risk (99%)
-4.05%
Expected Shortfall (CVaR 95%)
-3.84%
Expectancy / Period
-0.12%
Percentile Band
5th
25th
Median
75th
95th
-3.38%
-1.39%
-0.15%
1.18%
2.76%
90% of intervals returns fall between -3.38% and 2.76%.
Key Observations
AMZN posted 126 intervals returns averaging -0.12% (median -0.15%) with a 1.86% 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 46.0% of the time, giving an expectancy of -0.12% per period. In the worst 5% of periods, returns fell below -3.38%, averaging -3.84% (Expected Shortfall). The most recent move of -0.77% ranks in the 34th percentile — within its typical range.