NVDA weekly returns, trailing ~26 weeks (open-to-close per week): where this week ranks

Name: NVDA weekly returns, trailing ~26 weeks (open-to-close per week): where this week ranks
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-07-26, from NVDA: Sit-Out, Then Surge, Week of July 6.

as of 2026-07-26 table 27×3read in context →

NVDA weekly returns, trailing ~26 weeks (open-to-close per week): where this week ranks — 27 rows by 3 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
period_start	week_return_pct	week_rth_dollar_bn
2026-01-05	-3.1	113.6
2026-01-12	2.6	110.2
2026-01-19	3	92.4
2026-01-26	2.3	103.2
2026-02-02	-1.8	127.5
2026-02-09	-1.1	114.9
2026-02-16	4.5	86.4
2026-02-23	-5.9	161.9
2026-03-02	2.8	119.8
2026-03-09	1.9	126.1
2026-03-16	-5.4	143
2026-03-23	-5.5	127.4
2026-03-30	5.1	100.9
2026-04-06	6.5	101
2026-04-13	8.4	127.5
2026-04-20	4.1	115.1
2026-04-27	-5.4	144.6
2026-05-04	7.9	123.3
2026-05-11	5.3	153.2
2026-05-18	-6.4	148.9
2026-05-25	-2.5	110.5
2026-06-01	-4.9	167.7
2026-06-08	-2.4	121
2026-06-15	0.6	87.4
2026-06-22	-9.3	104.7
2026-06-29	0.3	85.3
2026-07-06	8.5	107.1

Rows × columns: 27 × 3
Period covered: 2026-01-05 to 2026-07-06
Computed: 2026-07-26
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for NVDA weekly returns, trailing ~26 weeks (open-to-close per week): where this week ranks, derived from the stored result.
Column	Type	Range	Notes
`period_start`	date	2026-01-05 to 2026-07-06
`week_return_pct`	number	-9.3 to 8.5	percent
`week_rth_dollar_bn`	number	85.3 to 167.7

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    toString(wk) AS period_start,
    round(ret, 1) AS week_return_pct,
    round(dollar_bn, 1) AS week_rth_dollar_bn
FROM (
    SELECT toStartOfWeek(toDate(toTimeZone(window_start, 'America/New_York')), 1) AS wk,
           uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
           (argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100 AS ret,
           sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9 AS dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'NVDA'
      AND window_start >= toDateTime('2026-01-05 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    GROUP BY wk
    HAVING sessions >= 3
)
ORDER BY period_start

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisNVDA: Sit-Out, Then Surge, Week of July 6

The week's heaviest tickers by regular-hours dollar volume ranking 6×2 → NVDA median quoted spread by session, regular hours (bps of midpoint) series 5×3 → FINRA daily short volume, NVDA: with the file-completeness caveat ranking 5×3 → NVDA by session: close, change, shares, dollars series 5×5 → NVDA vs the chip complex: close-over-close % change by session series 5×6 → Print-size anatomy and quote census: NVDA, full week scalar 1×5 → See all 2,170 queries →