249.91
2.69
(1.09%)
07/20/2026
Amazon.com, Inc. (AMZN)Historical Price Distribution Analysis
Positive vs Negative Occurrences |
| Positive Occurance | 45.60% |
| Negative Occurance | 54.40% |
| Ratio | 0.84 |
Average Up/Down Moves |
| Average Positive Move | 1.47% |
| Average Negative Move | -1.43% |
| Ratio | -1.03 |
Maximum Up/Down Moves |
| Largest Positive Move | 5.25% |
| Largest Negative Move | -4.11% |
| Ratio | -1.28 |
Intervals Distribution Statistics
Most Recent intervals return of -1.07% ranks in the 30th percentile — within its typical range.
Central Tendency & Dispersion |
| Mean Return | -0.11% |
| Median Return | -0.20% |
| Std Dev (Volatility) | 1.83% |
| Observations | 125 |
Distribution Shape |
| Skewness | 0.10 |
| Excess Kurtosis | 0.01 |
| Jarque-Bera | 0.2 (normal) |
Positively skewed (longer right tail).
Near-normal tails. |
Tail Risk & Expectancy |
| Value at Risk (95%) | -3.32% |
| Value at Risk (99%) | -3.85% |
| Expected Shortfall (CVaR 95%) | -3.71% |
| Expectancy / Period | -0.11% |
Percentile Band |
| 5th |
25th |
Median |
75th |
95th |
| -3.32% |
-1.39% |
-0.20% |
1.18% |
2.77% |
| 90% of intervals returns fall between -3.32% and 2.77%. |
Key Observations |
| AMZN posted 125 intervals returns averaging -0.11% (median -0.20%) with a 1.83% standard deviation. The distribution is positively skewed (longer right tail) with near-normal tails, and a Jarque-Bera test classifies it as approximately normal — σ-based estimates are reliable. Positive periods occurred 45.6% of the time, giving an expectancy of -0.11% per period. In the worst 5% of periods, returns fell below -3.32%, averaging -3.71% (Expected Shortfall). The most recent move of -1.07% ranks in the 30th percentile — within its typical range. |
| Top 10 Negative Returns |
| Date | Returns (%) |
| 03-Sep | 04-Sep-2025 | -4.11 |
| 05-Aug | 06-Aug-2025 | -3.85 |
| 31-Oct | 03-Nov-2025 | -3.85 |
| 03-Mar | 04-Mar-2026 | -3.73 |
| 13-Apr | 14-Apr-2026 | -3.67 |
| 07-Apr | 08-Apr-2026 | -3.38 |
| 23-Apr | 24-Apr-2026 | -3.38 |
| 26-Jun | 29-Jun-2026 | -3.10 |
| 21-Aug | 22-Aug-2025 | -3.01 |
| 17-Jun | 18-Jun-2026 | -2.82 |
| Top 10 Positive Returns |
| Date | Returns (%) |
| 09-Oct | 10-Oct-2025 | 5.25 |
| 04-Feb | 05-Feb-2026 | 4.63 |
| 16-Jan | 20-Jan-2026 | 3.52 |
| 09-Sep | 10-Sep-2025 | 3.43 |
| 29-Oct | 30-Oct-2025 | 3.34 |
| 24-Jun | 25-Jun-2026 | 3.20 |
| 12-Nov | 13-Nov-2025 | 2.79 |
| 05-Mar | 06-Mar-2026 | 2.69 |
| 09-Jun | 10-Jun-2026 | 2.60 |
| 17-Mar | 18-Mar-2026 | 2.54 |
| Intervals Negative Returns |
Intervals Positive Returns |
| Return | % Occurance | # Occurance | Return | % Occurance | # Occurance |
| below 0.0% |
25.00 |
17 |
above 0.0% |
15.79 |
9 |
| below -0.5% |
17.65 |
12 |
above 0.5% |
22.81 |
13 |
| below -1.0% |
17.65 |
12 |
above 1.0% |
22.81 |
13 |
| below -1.5% |
14.71 |
10 |
above 1.5% |
17.54 |
10 |
| below -2.0% |
7.35 |
5 |
above 2.0% |
3.51 |
2 |
| below -2.5% |
4.41 |
3 |
above 2.5% |
7.02 |
4 |
| below -3.0% |
5.88 |
4 |
above 3.0% |
5.26 |
3 |
| below -3.5% |
5.88 |
4 |
above 3.5% |
1.75 |
1 |
| below -4.0% |
1.47 |
1 |
above 4.0% |
|
|
| below -4.5% |
|
|
above 4.5% |
1.75 |
1 |
| below -5.0% |
|
|
above 5.0% |
1.75 |
1 |
| 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% |
|
|