Historical Price Return Distribution Report


What is the Historical Price Return Distribution Page?

Evaluate the frequency of historical closing price changes to better understand potential future price movement.

Investors examine historical price movements to identify potential patterns (clustering of returns, extreme movements, percentages of positive or negative returns, etc.) for additional insight in making trading decisions. Options traders analyze these trends to aid in determining the most profitable and/or lower risk forward looking strike prices and times to expiration for puts, calls, spreads and straddles.

To use, select a stock symbol, time segment for time interval (number of rolling days, weeks, months), and number of years of historical data to include in calculations. Click "Get Results" to view charts and tables. Use "Quick Check" to determine number of price change occurrences above and below a specific percent change (i.e. 3.2%).

Symbol Time Interval

Select the timeframe between return periods

Rolling Days: The number of trailing rolling days that the returns are calculated. For example 1 day is daily, 2 days is rolling 2 days.

Weekly: Calculates weekly returns by the last business day of the week to the next last business day of the week. For example, Friday to Friday or, if friday is a holiday, Thurday to the following Friday.

Monthly: Calculates the returns on the first business day to the last business day of the month.

Intervals: Takes the years selected and splits them up into intervals consisting of the # of days entered. So if you choose 1 year and 5 day intervals, it will break up the last year's worth of stock moves into 5-day segments (with no overlap) and calculate the average results.

Seasonality: finds the returns from the selected start day to the selected end day each year

Years of
Historical Prices
Enter the number of years of historical prices to use in the distribution calculation. A minimum of one year must be entered.
Include Earnings Whether we include historical periods that have earnings dates in them. Include Earnings Periods will include all periods, earnings or not. Exclude Earnings Periods only selects those historical periods that don't have an earnings date in them. Only Earnings Periods only selects those historical periods that do have an earnings date in them.

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Enter a percentage return to view results for the number of positive and negative historical occurrences that the stock moved more than percent entered.

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