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NVIDIA Stock Analysis: 10% Overnight Drops and Performance Metrics
A detailed analysis of NVIDIA's stock performance, focusing on instances of 10% overnight drops, maximum drawdowns, and returns over 6 and 12 months, both historically and post-2008.
Aurora: Hello. Would you like to create a new portfolio?
User: Since NVIDIA's inception, how many times has it fall 10% or more in overnight? Look at the close price on day x and the open price on day x+1. Then give me the total number of trading days. Finally, give me the ratio
Aurora: Here’s a summary of the SQL query results for [NVDA](https://nexustrade.io/stock/NVDA): | Symbol | Total Trading Days | Big Drop Count | Big Drop Ratio | |---------------------------------------------------|-------------------|----------------|-------------------| | [NVDA](https://nexustrade.io/stock/NVDA) | 6307 | 22 | 0.003488187727921357 | • These values suggest that, out of 6,307 recorded trading days, there were 22 instances where the next opening price was 10% or more below the previous closing price. • The “Big Drop Ratio” (0.003488…) represents just under 0.35%, indicating that such large overnight drops were historically rare in this dataset. ### Observations • It’s interesting that the big drops occurred relatively infrequently, which may indicate that NVDA’s price remained relatively stable in most trading sessions. • The data covers all trading days in the query’s scope; verifying the exact date range could provide more context on economic or market factors influencing these drops. ### Important Disclaimers • This data is AI-generated and may not fully capture all market nuances. Please double-check with official sources or verify with a financial professional before m…
User: At the beginning of each 10%+ drop, what was the maximum drawdown?
Aurora: Below is a comprehensive markdown table showing each instance where [NVDA](https://nexustrade.io/stock/NVDA) opened at least 10% lower than its previous close, along with the subsequent minimum price and the calculated “max drawdown” from that open: | Drop Date | Prev Close | Next Open | Min Price After | Max Drawdown | |-------------|-----------:|----------:|----------------:|--------------:| | 2000-03-13 | 0.25 | 0.22 | 0.06 | 0.7273 | | 2000-04-27 | 0.18 | 0.16 | 0.06 | 0.6250 | | 2000-09-22 | 0.29 | 0.26 | 0.06 | 0.7692 | | 2000-11-30 | 0.20 | 0.18 | 0.06 | 0.6667 | | 2002-06-26 | 0.18 | 0.16 | 0.06 | 0.6250 | | 2002-07-31 | 0.14 | 0.10 | 0.06 | 0.4000 | | 2002-08-16 | 0.09 | 0.08 | 0.06 | 0.2500 | | 2002-08-29 | 0.09 | 0.08 | 0.06 | 0.2500 | | 2002-10-03 | 0.08 | 0.07 | 0.06 | 0.1429 | | 2002-10-16 | 0.08 | 0.07 | 0.07 | 0.0000 | | 2002-10-22 | 0.09 | 0.08 | 0.07 | 0.1250 | | 2002-11-08 | 0.12 | 0.10 | 0.07 | 0.3000 | | 2002-11-13 | 0.10 | 0.09 | 0.07 | 0.2222 | | 2003-01-29 | 0.09 | 0.08 | 0.07 | 0.1250 | | 2003-07-29 | 0.17 | 0.15 | 0.07 | 0.5333 | | 2003-08-08 | 0.16 | 0.14 | 0.07 | 0.5000 | | 2004-08-06 | 0.12 | 0.08 | 0.07 | 0.1250 | | 2008-07-03 | 0.45 | 0.32 | 0.14 | 0…
User: At the beginning of each 10%+ drop, what was the return 6 months later and what was the return 12 months later?
Aurora: Here’s a summary of the historical instances when [NVDA](https://nexustrade.io/stock/NVDA) opened at least 10% below its previous closing price, along with the 6-month and 12-month returns from that drop-day’s open price. | Drop Date | Prev Close (USD) | Drop Open (USD) | 6-Month Date | 6-Month Price (USD) | 6-Month Return (%) | 12-Month Date | 12-Month Price (USD) | 12-Month Return (%) | |-------------|------------------|-----------------|--------------|---------------------|--------------------|---------------|----------------------|---------------------| | 2000-03-13 | 0.25 | 0.22 | 2000-09-13 | 0.29 | 31.8182 | 2001-03-13 | 0.23 | 4.5455 | | 2000-04-27 | 0.18 | 0.16 | 2000-10-27 | 0.26 | 62.5000 | 2001-04-27 | 0.33 | 106.2500 | | 2000-09-22 | 0.29 | 0.26 | 2001-03-22 | 0.28 | 7.6923 | 2001-09-24 | 0.25 | -3.8462 | | 2000-11-30 | 0.20 | 0.18 | 2001-05-30 | 0.36 | 100.0000 | 2001-11-30 | 0.46 | 155.5556 | | 2002-06-26 | 0.18 | 0.16 | 2002-12-26 | 0.10 | -37.5000 | 2003-06-26 | 0.19 | 18.7500 | | 2002-07-31 | 0.14 | 0.10 | 2003-01-31 | 0.09 | -10.0000 | 2003-07-31 | 0.16 | 60.0000 | | 2002-08-16 | 0.09 | 0.08 | 2003-02-18 | 0.11 | 37.5000 | 2003-08-18 | 0.14 | 75.0000 | | 2002-08…
User: So on average: 1. What is the maximum drawdown? 2. What is the 6 month return? 3. What is the 12 month return? Do this calculation for both in total and for after Jan 1st, 2008
Aurora: ### Aggregate Analysis of Historical [NVDA](https://nexustrade.io/stock/NVDA) Performance After 10%+ Overnight Drops #### **Entire Dataset (2000-2024):** 1. **Average Maximum Drawdown:** - *Calculated as the average of all individual max drawdowns across all drops.* - **Result:** 34.04% 2. **Average 6-Month Return:** - *Calculated as the average of all 6-month returns following each drop.* - **Result:** 41.74% 3. **Average 12-Month Return:** - *Calculated as the average of all 12-month returns following each drop.* - **Result:** 56.91% --- #### **Post-January 1st, 2008:** 1. **Average Maximum Drawdown:** - **Result:** 24.81% 2. **Average 6-Month Return:** - **Result:** 31.07% 3. **Average 12-Month Return:** - **Result:** 47.83% --- ### Observations: - **Maximum Drawdown:** The average drawdown is lower in the post-2008 period, suggesting less severe price declines following drops. - **6-Month Return:** Returns are higher in the earlier dataset, possibly due to the technology sector's growth post-2008. - **12-Month Return:** The overall dataset shows higher returns, indicating potentially stronger recoveries or growth phases earlier in NVDA's history. --- ### Data Considerations: -…