NTRS

Northern Trust CorporationUS04/14/2026 · historical

Anchor-neighbor future return range

Median move
+1.61%
P05–P95 span
7.90%
Neighbors
30
Sharpness
0.84
Forecast vs realized (hit-rate)
10 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+10
+5.09%
Outer 90%
8/10(80%)
Middle 50%
2/10(20%)
Above median
9/10(90%)
Below median
1/10(10%)

Higher band-hit rate = better prediction. Above/below median tells which direction the actual drifted from the forecast center.

Probability Cone (D+1 ~ D+10)

Quantile bands P05/P25/P50/P75/P95 for each horizon bar

MedianMiddle 50%Outer 90%Realized

Aggregated distribution (density strip)

Weighted aggregate across all horizon bars and neighbors

P05: -0.93%P25: 0.58%P50: 1.61%P75: 2.92%P95: 6.96%

Computed at: 04/15/26, 02:46 AM · ESS 29.8 · horizon 10 bars

Note: This distribution is not investment advice and reflects historical patterns shown for reference only.