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%).

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Distribution Parameters

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Note: Intervals Around Earnings has been merged into the more-flexible analysis type Intervals Around Catalysts

Quick Check

Note: the stock prices and returns used in this analysis have been adjusted for splits and dividends.