Here’s how Amazon usually trades following its quarterly results

(This story is for CNBC Pro subscribers only).

Amazon is set to report its third-quarter results after the bell on Thursday, and history shows that this report can sometimes be a little rough for the company's stock.

Over the past five years, Amazon's shares typically go down in the session following the third-quarter report, and the rate of beats for earnings and revenue are both below average, according to Bespoke Investment Group.