Insights / us
NTRS
Northern Trust CorporationUS05/28/2026 · historicalAnchor-neighbor future return range
Median move
+0.01%
P05–P95 span
10.83%
Neighbors
33
Sharpness
0.78
Forecast vs realized (hit-rate)
9 of 10 forecast days elapsed · comparing realized close prices
Realized @ D+9
+2.18%
Outer 90%
9/9(100%)
Middle 50%
5/9(56%)
Above median
8/9(89%)
Below median
1/9(11%)
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: -5.30%P25: -1.50%P50: 0.01%P75: 1.64%P95: 5.53%
Computed at: 05/29/26, 02:45 AM · ESS 32.8 · horizon 10 bars
Note: This distribution is not investment advice and reflects historical patterns shown for reference only.