AAL - Detail Report

Quick Overview

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ Lower (68.27%)	1σ Upper	2σ Lower (95.45%)	2σ Upper
Daily	4.07%	4.22%	3.61%	4.03%	3.31%	3.41%	13.15	14.05	12.72	14.52
Weekly	9.20%	11.48%	8.94%	9.48%	7.29%	7.50%	12.63	14.62	11.75	15.72
Monthly	18.30%	32.50%	19.82%	20.65%	15.18%	15.62%	11.68	15.82	10.03	18.41
Quarterly	26.81%	75.17%	30.59%	36.41%	26.30%	27.05%	10.45	17.68	8.03	23.00
Annual	—	—	—	—	52.60%	54.10%	8.03	23.00	4.75	38.91
Option Time Horizon	—	—	—	—	20.23%	20.81%	11.10	16.64	9.07	20.37

Calculation Notes: Computed at 2026-02-22T14:24 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $13.59 | Strike (K): $14.00 (first OTM call ≥ spot) | Observed Mid-Price: $0.9600 (Bid $0.9400 / Ask $0.9800) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 52.60% (CRR binomial tree, American, n=20 steps) | BS IV: 53.09% (European Black-Scholes) | Yahoo IV (Annual): 54.10% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2020-02-04	$0.1000
2019-11-05	$0.1000
2019-08-06	$0.1000
2019-05-07	$0.1000
2019-02-05	$0.1000
2018-11-05	$0.1000
2018-08-06	$0.1000
2018-05-07	$0.1000
2018-02-05	$0.1000
2017-11-10	$0.1000
2017-08-10	$0.1000
2017-05-12	$0.1000
2017-02-09	$0.1000
2016-11-03	$0.1000
2016-08-03	$0.1000
2016-05-02	$0.1000
2016-02-08	$0.1000
2015-11-03	$0.1000
2015-08-06	$0.1000
2015-04-30	$0.1000
2015-02-05	$0.1000
2014-10-30	$0.1000
2014-07-31	$0.1000

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.16. Further, an Excess Kurtosis of 17.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.15%	42	0.82%	0.82%
-12.15% to -9.09%	51	0.99%	1.81%
-9.09% to -6.04%	125	2.44%	4.25%
-6.04% to -2.98%	547	10.66%	14.91%
-2.98% to 0.08%	1859	36.23%	51.14%
0.08% to 3.13%	1790	34.89%	86.03%
3.13% to 6.19%	473	9.22%	95.24%
6.19% to 9.24%	142	2.77%	98.01%
9.24% to 12.30%	48	0.94%	98.95%
Greater than 12.30%	54	1.05%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.00%	4.15%	81.25%	68.27%
±2σ	-8.07%	8.22%	95.11%	95.45%
±3σ	-12.15%	12.30%	98.11%	99.73%

Descriptive Statistics

Mean	0.076%
Standard Error	0.057%
Median	0.000%
Mode	0.000%
Standard Deviation	4.074%
Sample Variance	16.598%
Kurtosis	17.01
Skewness	1.16
Range	89.096%
Minimum	-30.360%
Maximum	58.736%
Count	5131

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.743%	2541	49.52%	1.358%
Negative	-2.589%	2542	49.54%	-1.283%
Zero	0.000%	48	0.94%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.29%
20	1 Month	4.46%
60	1 Quarter	3.85%
250	1 Year	4.32%
750	3 Years	3.68%
1,250	5 Years	4.03%
2,500	10 Years	4.07%
5,000	20 Years	4.99%
12,500	50 Years	4.96%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.22. Further, an Excess Kurtosis of 28.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.81%	0	0.00%	0.00%
-7.81% to -4.65%	0	0.00%	0.00%
-4.65% to -1.49%	0	0.00%	0.00%
-1.49% to 1.68%	279	5.44%	5.44%
1.68% to 4.84%	3208	62.51%	67.95%
4.84% to 8.00%	1043	20.32%	88.27%
8.00% to 11.17%	285	5.55%	93.82%
11.17% to 14.33%	155	3.02%	96.84%
14.33% to 17.49%	65	1.27%	98.11%
Greater than 17.49%	97	1.89%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.62%	9.06%	90.57%	68.27%
±2σ	-3.60%	13.28%	95.93%	95.45%
±3σ	-7.81%	17.49%	98.11%	99.73%

Descriptive Statistics

Mean	4.840%
Standard Error	0.059%
Median	3.675%
Mode	2.844%
Standard Deviation	4.218%
Sample Variance	17.789%
Kurtosis	28.95
Skewness	4.22
Range	61.550%
Minimum	0.593%
Maximum	62.143%
Count	5132

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.840%	5132	100.00%	4.840%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.67. Further, an Excess Kurtosis of 12.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.60%	28	0.55%	0.55%
-10.60% to -7.89%	48	0.94%	1.48%
-7.89% to -5.18%	140	2.73%	4.21%
-5.18% to -2.48%	540	10.52%	14.73%
-2.48% to 0.23%	1917	37.35%	52.08%
0.23% to 2.94%	1740	33.90%	85.99%
2.94% to 5.65%	480	9.35%	95.34%
5.65% to 8.35%	126	2.46%	97.80%
8.35% to 11.06%	54	1.05%	98.85%
Greater than 11.06%	59	1.15%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.38%	3.84%	80.85%	68.27%
±2σ	-6.99%	7.45%	95.13%	95.45%
±3σ	-10.60%	11.06%	98.30%	99.73%

Descriptive Statistics

Mean	0.231%
Standard Error	0.050%
Median	0.118%
Mode	0.000%
Standard Deviation	3.610%
Sample Variance	13.033%
Kurtosis	12.45
Skewness	0.67
Range	74.551%
Minimum	-31.148%
Maximum	43.403%
Count	5132

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.513%	2649	51.62%	1.297%
Negative	-2.270%	2411	46.98%	-1.066%
Zero	0.000%	72	1.40%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.40. Further, an Excess Kurtosis of 11.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.24%	6	0.56%	0.56%
-27.24% to -20.34%	10	0.94%	1.50%
-20.34% to -13.44%	30	2.82%	4.32%
-13.44% to -6.54%	116	10.90%	15.23%
-6.54% to 0.37%	402	37.78%	53.01%
0.37% to 7.27%	349	32.80%	85.81%
7.27% to 14.17%	102	9.59%	95.39%
14.17% to 21.07%	27	2.54%	97.93%
21.07% to 27.98%	9	0.85%	98.78%
Greater than 27.98%	13	1.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.84%	9.57%	80.92%	68.27%
±2σ	-18.04%	18.77%	95.30%	95.45%
±3σ	-27.24%	27.97%	98.21%	99.73%

Descriptive Statistics

Mean	0.366%
Standard Error	0.282%
Median	-0.208%
Mode	0.000%
Standard Deviation	9.203%
Sample Variance	84.690%
Kurtosis	11.29
Skewness	1.40
Range	125.626%
Minimum	-42.818%
Maximum	82.808%
Count	1064

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.652%	520	48.87%	3.251%
Negative	-5.684%	540	50.75%	-2.885%
Zero	0.000%	4	0.38%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	10.66%
12	1 Quarter	8.15%
52	1 Year	9.99%
156	3 Years	8.68%
260	5 Years	9.48%
520	10 Years	9.78%
1,040	20 Years	11.83%
2,600	50 Years	11.80%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.79. Further, an Excess Kurtosis of 19.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.61%	0	0.00%	0.00%
-21.61% to -12.99%	0	0.00%	0.00%
-12.99% to -4.38%	0	0.00%	0.00%
-4.38% to 4.23%	55	5.16%	5.16%
4.23% to 12.84%	691	64.88%	70.05%
12.84% to 21.45%	204	19.15%	89.20%
21.45% to 30.06%	56	5.26%	94.46%
30.06% to 38.67%	16	1.50%	95.96%
38.67% to 47.28%	18	1.69%	97.65%
Greater than 47.28%	25	2.35%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.36%	24.32%	90.99%	68.27%
±2σ	-10.12%	35.80%	95.77%	95.45%
±3σ	-21.61%	47.28%	97.65%	99.73%

Descriptive Statistics

Mean	12.837%
Standard Error	0.352%
Median	9.640%
Mode	8.451%
Standard Deviation	11.481%
Sample Variance	131.818%
Kurtosis	19.88
Skewness	3.79
Range	105.514%
Minimum	2.326%
Maximum	107.840%
Count	1065

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.837%	1065	100.00%	12.837%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.15. Further, an Excess Kurtosis of 7.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.11%	7	0.66%	0.66%
-26.11% to -19.41%	7	0.66%	1.31%
-19.41% to -12.70%	27	2.54%	3.85%
-12.70% to -6.00%	129	12.11%	15.96%
-6.00% to 0.71%	397	37.28%	53.24%
0.71% to 7.41%	336	31.55%	84.79%
7.41% to 14.12%	106	9.95%	94.74%
14.12% to 20.82%	28	2.63%	97.37%
20.82% to 27.53%	11	1.03%	98.40%
Greater than 27.53%	17	1.60%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.23%	9.65%	81.97%	68.27%
±2σ	-17.17%	18.59%	94.93%	95.45%
±3σ	-26.12%	27.53%	97.75%	99.73%

Descriptive Statistics

Mean	0.708%
Standard Error	0.274%
Median	0.259%
Mode	-2.282%
Standard Deviation	8.941%
Sample Variance	79.935%
Kurtosis	7.82
Skewness	1.15
Range	113.248%
Minimum	-43.870%
Maximum	69.378%
Count	1065

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.562%	546	51.27%	3.364%
Negative	-5.483%	516	48.45%	-2.657%
Zero	0.000%	3	0.28%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.05. Further, an Excess Kurtosis of 5.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -53.45%	1	0.41%	0.41%
-53.45% to -39.73%	2	0.82%	1.22%
-39.73% to -26.01%	12	4.90%	6.12%
-26.01% to -12.29%	27	11.02%	17.14%
-12.29% to 1.44%	89	36.33%	53.47%
1.44% to 15.16%	72	29.39%	82.86%
15.16% to 28.88%	30	12.24%	95.10%
28.88% to 42.60%	7	2.86%	97.96%
42.60% to 56.33%	1	0.41%	98.37%
Greater than 56.33%	4	1.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.86%	19.73%	79.59%	68.27%
±2σ	-35.16%	38.03%	95.10%	95.45%
±3σ	-53.46%	56.33%	97.96%	99.73%

Descriptive Statistics

Mean	1.436%
Standard Error	1.169%
Median	0.110%
Mode	8.358%
Standard Deviation	18.297%
Sample Variance	334.762%
Kurtosis	5.11
Skewness	1.05
Range	156.300%
Minimum	-53.900%
Maximum	102.400%
Count	245

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.803%	126	51.43%	7.099%
Negative	-11.658%	119	48.57%	-5.662%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	19.16%
12	1 Year	21.59%
36	3 Years	19.22%
60	5 Years	20.65%
120	10 Years	21.30%
240	20 Years	26.18%
600	50 Years	26.21%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.58. Further, an Excess Kurtosis of 28.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -65.20%	0	0.00%	0.00%
-65.20% to -40.83%	0	0.00%	0.00%
-40.83% to -16.46%	0	0.00%	0.00%
-16.46% to 7.91%	1	0.41%	0.41%
7.91% to 32.29%	174	70.73%	71.14%
32.29% to 56.66%	48	19.51%	90.65%
56.66% to 81.03%	9	3.66%	94.31%
81.03% to 105.40%	4	1.63%	95.93%
105.40% to 129.77%	6	2.44%	98.37%
Greater than 129.77%	4	1.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.21%	64.78%	92.68%	68.27%
±2σ	-32.71%	97.28%	95.12%	95.45%
±3σ	-65.20%	129.77%	98.37%	99.73%

Descriptive Statistics

Mean	32.286%
Standard Error	2.072%
Median	22.592%
Mode	15.000%
Standard Deviation	32.496%
Sample Variance	1055.973%
Kurtosis	28.12
Skewness	4.58
Range	292.925%
Minimum	7.075%
Maximum	300.000%
Count	246

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	32.286%	246	100.00%	32.286%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.82. Further, an Excess Kurtosis of 7.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -57.35%	0	0.00%	0.00%
-57.35% to -42.48%	1	0.41%	0.41%
-42.48% to -27.61%	5	2.03%	2.44%
-27.61% to -12.74%	36	14.63%	17.07%
-12.74% to 2.13%	102	41.46%	58.54%
2.13% to 16.99%	71	28.86%	87.40%
16.99% to 31.86%	16	6.50%	93.90%
31.86% to 46.73%	7	2.85%	96.75%
46.73% to 61.60%	4	1.63%	98.37%
Greater than 61.60%	4	1.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.70%	21.95%	83.33%	68.27%
±2σ	-37.52%	41.77%	93.90%	95.45%
±3σ	-57.35%	61.60%	98.37%	99.73%

Descriptive Statistics

Mean	2.126%
Standard Error	1.264%
Median	-0.020%
Mode	6.452%
Standard Deviation	19.824%
Sample Variance	393.003%
Kurtosis	7.55
Skewness	1.82
Range	169.817%
Minimum	-51.383%
Maximum	118.434%
Count	246

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	15.198%	123	50.00%	7.599%
Negative	-10.945%	123	50.00%	-5.472%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.63. Further, an Excess Kurtosis of 1.73 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -77.62%	0	0.00%	0.00%
-77.62% to -57.51%	0	0.00%	0.00%
-57.51% to -37.40%	6	7.32%	7.32%
-37.40% to -17.29%	8	9.76%	17.07%
-17.29% to 2.82%	28	34.15%	51.22%
2.82% to 22.93%	28	34.15%	85.37%
22.93% to 43.03%	5	6.10%	91.46%
43.03% to 63.14%	5	6.10%	97.56%
63.14% to 83.25%	1	1.22%	98.78%
Greater than 83.25%	1	1.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.00%	29.63%	76.83%	68.27%
±2σ	-50.81%	56.44%	96.34%	95.45%
±3σ	-77.62%	83.25%	98.78%	99.73%

Descriptive Statistics

Mean	2.817%
Standard Error	2.961%
Median	2.440%
Mode	-55.088%
Standard Deviation	26.812%
Sample Variance	718.866%
Kurtosis	1.73
Skewness	0.63
Range	155.483%
Minimum	-55.088%
Maximum	100.395%
Count	82

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.813%	45	54.88%	11.422%
Negative	-19.070%	37	45.12%	-8.605%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	27.26%
12	3 Years	36.86%
20	5 Years	36.41%
40	10 Years	38.12%
80	20 Years	43.37%
200	50 Years	43.79%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.20. Further, an Excess Kurtosis of 23.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -159.29%	0	0.00%	0.00%
-159.29% to -102.91%	0	0.00%	0.00%
-102.91% to -46.54%	0	0.00%	0.00%
-46.54% to 9.84%	0	0.00%	0.00%
9.84% to 66.22%	66	79.52%	79.52%
66.22% to 122.59%	8	9.64%	89.16%
122.59% to 178.97%	4	4.82%	93.98%
178.97% to 235.34%	2	2.41%	96.39%
235.34% to 291.72%	2	2.41%	98.80%
Greater than 291.72%	1	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.95%	141.38%	89.16%	68.27%
±2σ	-84.12%	216.55%	95.18%	95.45%
±3σ	-159.29%	291.72%	98.80%	99.73%

Descriptive Statistics

Mean	66.215%
Standard Error	8.251%
Median	42.051%
Mode	15.813%
Standard Deviation	75.167%
Sample Variance	5650.151%
Kurtosis	23.41
Skewness	4.20
Range	547.635%
Minimum	15.813%
Maximum	563.448%
Count	83

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	66.215%	83	100.00%	66.215%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.51. Further, an Excess Kurtosis of 3.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -87.16%	0	0.00%	0.00%
-87.16% to -64.22%	0	0.00%	0.00%
-64.22% to -41.27%	1	1.20%	1.20%
-41.27% to -18.33%	12	14.46%	15.66%
-18.33% to 4.61%	36	43.37%	59.04%
4.61% to 27.56%	22	26.51%	85.54%
27.56% to 50.50%	5	6.02%	91.57%
50.50% to 73.44%	4	4.82%	96.39%
73.44% to 96.39%	1	1.20%	97.59%
Greater than 96.39%	2	2.41%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.98%	35.20%	78.31%	68.27%
±2σ	-56.57%	65.80%	95.18%	95.45%
±3σ	-87.16%	96.39%	97.59%	99.73%

Descriptive Statistics

Mean	4.614%
Standard Error	3.358%
Median	-1.862%
Mode	-47.732%
Standard Deviation	30.591%
Sample Variance	935.780%
Kurtosis	3.05
Skewness	1.51
Range	171.962%
Minimum	-47.732%
Maximum	124.230%
Count	83

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	28.993%	37	44.58%	12.924%
Negative	-14.996%	46	55.42%	-8.311%
Zero	0.000%	0	0.00%	0.000%

AAL Deep Analytical Report