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%	4.21%	3.61%	4.02%	3.78%	3.81%	10.44	11.26	10.05	11.70
Weekly	9.20%	11.46%	8.93%	9.47%	8.33%	8.38%	9.98	11.79	9.18	12.81
Monthly	18.30%	32.42%	19.80%	20.53%	17.34%	17.45%	9.12	12.90	7.67	15.34
Quarterly	26.92%	74.98%	30.67%	37.53%	30.03%	30.22%	8.03	14.64	5.95	19.77
Annual	—	—	—	—	60.07%	60.45%	5.95	19.77	3.26	36.06
Option Time Horizon	—	—	—	—	22.67%	22.82%	8.65	13.60	6.89	17.07

Calculation Notes: Computed at 2026-03-23T16:42 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $10.85 | Strike (K): $11.00 (first OTM call ≥ spot) | Observed Mid-Price: $0.9350 (Bid $0.9100 / Ask $0.9600) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 60.07% (CRR binomial tree, American, n=20 steps) | BS IV: 60.03% (European Black-Scholes) | Yahoo IV (Annual): 60.45% → 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 1.15. Further, an Excess Kurtosis of 16.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.14%	43	0.83%	0.83%
-12.14% to -9.09%	50	0.97%	1.81%
-9.09% to -6.04%	126	2.45%	4.25%
-6.04% to -2.98%	552	10.71%	14.97%
-2.98% to 0.07%	1865	36.20%	51.16%
0.07% to 3.12%	1796	34.86%	86.02%
3.12% to 6.18%	476	9.24%	95.26%
6.18% to 9.23%	142	2.76%	98.02%
9.23% to 12.29%	47	0.91%	98.93%
Greater than 12.29%	55	1.07%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.00%	4.14%	81.23%	68.27%
±2σ	-8.07%	8.21%	95.11%	95.45%
±3σ	-12.15%	12.29%	98.10%	99.73%

Descriptive Statistics

Mean	0.071%
Standard Error	0.057%
Median	0.000%
Mode	0.000%
Standard Deviation	4.072%
Sample Variance	16.578%
Kurtosis	16.98
Skewness	1.15
Range	89.096%
Minimum	-30.360%
Maximum	58.736%
Count	5152

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.742%	2548	49.46%	1.356%
Negative	-2.592%	2554	49.57%	-1.285%
Zero	0.000%	50	0.97%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	5.25%
20	1 Month	5.52%
60	1 Quarter	4.57%
250	1 Year	4.37%
750	3 Years	3.73%
1,250	5 Years	4.02%
2,500	10 Years	4.09%
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 29.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.79%	0	0.00%	0.00%
-7.79% to -4.64%	0	0.00%	0.00%
-4.64% to -1.48%	0	0.00%	0.00%
-1.48% to 1.68%	282	5.47%	5.47%
1.68% to 4.84%	3217	62.43%	67.90%
4.84% to 8.00%	1047	20.32%	88.22%
8.00% to 11.16%	290	5.63%	93.85%
11.16% to 14.31%	155	3.01%	96.86%
14.31% to 17.47%	65	1.26%	98.12%
Greater than 17.47%	97	1.88%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.63%	9.05%	90.53%	68.27%
±2σ	-3.58%	13.26%	95.92%	95.45%
±3σ	-7.79%	17.47%	98.12%	99.73%

Descriptive Statistics

Mean	4.839%
Standard Error	0.059%
Median	3.678%
Mode	2.844%
Standard Deviation	4.211%
Sample Variance	17.732%
Kurtosis	29.03
Skewness	4.22
Range	61.550%
Minimum	0.593%
Maximum	62.143%
Count	5153

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.839%	5153	100.00%	4.839%
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 12.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.59%	28	0.54%	0.54%
-10.59% to -7.88%	49	0.95%	1.49%
-7.88% to -5.18%	140	2.72%	4.21%
-5.18% to -2.47%	544	10.56%	14.77%
-2.47% to 0.23%	1921	37.28%	52.05%
0.23% to 2.94%	1747	33.90%	85.95%
2.94% to 5.64%	485	9.41%	95.36%
5.64% to 8.35%	126	2.45%	97.81%
8.35% to 11.05%	54	1.05%	98.86%
Greater than 11.05%	59	1.14%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.37%	3.84%	80.85%	68.27%
±2σ	-6.98%	7.44%	95.15%	95.45%
±3σ	-10.59%	11.05%	98.31%	99.73%

Descriptive Statistics

Mean	0.232%
Standard Error	0.050%
Median	0.119%
Mode	0.000%
Standard Deviation	3.606%
Sample Variance	13.005%
Kurtosis	12.46
Skewness	0.67
Range	74.551%
Minimum	-31.148%
Maximum	43.403%
Count	5153

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.512%	2661	51.64%	1.297%
Negative	-2.269%	2420	46.96%	-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 -27.25%	6	0.56%	0.56%
-27.25% to -20.35%	10	0.94%	1.50%
-20.35% to -13.45%	30	2.81%	4.31%
-13.45% to -6.55%	118	11.05%	15.36%
-6.55% to 0.34%	401	37.55%	52.90%
0.34% to 7.24%	352	32.96%	85.86%
7.24% to 14.14%	102	9.55%	95.41%
14.14% to 21.04%	27	2.53%	97.94%
21.04% to 27.94%	9	0.84%	98.78%
Greater than 27.94%	13	1.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.85%	9.54%	80.81%	68.27%
±2σ	-18.05%	18.74%	95.32%	95.45%
±3σ	-27.25%	27.94%	98.22%	99.73%

Descriptive Statistics

Mean	0.345%
Standard Error	0.281%
Median	-0.217%
Mode	0.000%
Standard Deviation	9.197%
Sample Variance	84.579%
Kurtosis	11.29
Skewness	1.40
Range	125.626%
Minimum	-42.818%
Maximum	82.808%
Count	1068

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.645%	521	48.78%	3.242%
Negative	-5.698%	543	50.84%	-2.897%
Zero	0.000%	4	0.38%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	14.37%
12	1 Quarter	10.85%
52	1 Year	10.14%
156	3 Years	8.82%
260	5 Years	9.47%
520	10 Years	9.85%
1,040	20 Years	11.86%
2,600	50 Years	11.81%

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 19.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.54%	0	0.00%	0.00%
-21.54% to -12.94%	0	0.00%	0.00%
-12.94% to -4.34%	0	0.00%	0.00%
-4.34% to 4.25%	56	5.24%	5.24%
4.25% to 12.85%	691	64.64%	69.88%
12.85% to 21.45%	206	19.27%	89.15%
21.45% to 30.05%	57	5.33%	94.48%
30.05% to 38.65%	16	1.50%	95.98%
38.65% to 47.25%	17	1.59%	97.57%
Greater than 47.25%	26	2.43%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.39%	24.32%	91.02%	68.27%
±2σ	-10.08%	35.78%	95.79%	95.45%
±3σ	-21.54%	47.25%	97.57%	99.73%

Descriptive Statistics

Mean	12.852%
Standard Error	0.351%
Median	9.657%
Mode	8.451%
Standard Deviation	11.465%
Sample Variance	131.457%
Kurtosis	19.90
Skewness	3.79
Range	105.514%
Minimum	2.326%
Maximum	107.840%
Count	1069

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.852%	1069	100.00%	12.852%
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 -26.07%	7	0.65%	0.65%
-26.07% to -19.37%	7	0.65%	1.31%
-19.37% to -12.67%	27	2.53%	3.84%
-12.67% to -5.97%	129	12.07%	15.90%
-5.97% to 0.73%	398	37.23%	53.13%
0.73% to 7.42%	338	31.62%	84.75%
7.42% to 14.12%	107	10.01%	94.76%
14.12% to 20.82%	28	2.62%	97.38%
20.82% to 27.52%	11	1.03%	98.41%
Greater than 27.52%	17	1.59%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.20%	9.66%	82.04%	68.27%
±2σ	-17.13%	18.59%	94.95%	95.45%
±3σ	-26.07%	27.52%	97.75%	99.73%

Descriptive Statistics

Mean	0.727%
Standard Error	0.273%
Median	0.270%
Mode	-2.282%
Standard Deviation	8.931%
Sample Variance	79.766%
Kurtosis	7.82
Skewness	1.15
Range	113.248%
Minimum	-43.870%
Maximum	69.378%
Count	1069

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.558%	550	51.45%	3.374%
Negative	-5.483%	516	48.27%	-2.647%
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 5.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -53.56%	1	0.41%	0.41%
-53.56% to -39.83%	2	0.81%	1.22%
-39.83% to -26.11%	12	4.88%	6.10%
-26.11% to -12.38%	28	11.38%	17.48%
-12.38% to 1.34%	90	36.59%	54.07%
1.34% to 15.07%	71	28.86%	82.93%
15.07% to 28.79%	29	11.79%	94.72%
28.79% to 42.52%	8	3.25%	97.97%
42.52% to 56.24%	1	0.41%	98.37%
Greater than 56.24%	4	1.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.96%	19.64%	79.27%	68.27%
±2σ	-35.26%	37.94%	95.12%	95.45%
±3σ	-53.56%	56.24%	97.97%	99.73%

Descriptive Statistics

Mean	1.344%
Standard Error	1.167%
Median	0.070%
Mode	8.358%
Standard Deviation	18.300%
Sample Variance	334.875%
Kurtosis	5.10
Skewness	1.05
Range	156.300%
Minimum	-53.900%
Maximum	102.400%
Count	246

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.896%	125	50.81%	7.061%
Negative	-11.624%	121	49.19%	-5.717%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	21.10%
12	1 Year	21.15%
36	3 Years	19.35%
60	5 Years	20.53%
120	10 Years	21.44%
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 4.59. Further, an Excess Kurtosis of 28.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -65.00%	0	0.00%	0.00%
-65.00% to -40.68%	0	0.00%	0.00%
-40.68% to -16.36%	0	0.00%	0.00%
-16.36% to 7.96%	1	0.40%	0.40%
7.96% to 32.28%	175	70.85%	71.26%
32.28% to 56.60%	48	19.43%	90.69%
56.60% to 80.91%	9	3.64%	94.33%
80.91% to 105.23%	4	1.62%	95.95%
105.23% to 129.55%	6	2.43%	98.38%
Greater than 129.55%	4	1.62%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.15%	64.70%	92.71%	68.27%
±2σ	-32.57%	97.13%	95.14%	95.45%
±3σ	-65.00%	129.55%	98.38%	99.73%

Descriptive Statistics

Mean	32.277%
Standard Error	2.063%
Median	22.720%
Mode	15.000%
Standard Deviation	32.425%
Sample Variance	1051.372%
Kurtosis	28.27
Skewness	4.59
Range	292.925%
Minimum	7.075%
Maximum	300.000%
Count	247

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	32.277%	247	100.00%	32.277%
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 1.81. Further, an Excess Kurtosis of 7.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -57.20%	0	0.00%	0.00%
-57.20% to -42.36%	1	0.40%	0.40%
-42.36% to -27.51%	5	2.02%	2.43%
-27.51% to -12.66%	36	14.57%	17.00%
-12.66% to 2.19%	101	40.89%	57.89%
2.19% to 17.04%	73	29.55%	87.45%
17.04% to 31.89%	16	6.48%	93.93%
31.89% to 46.73%	7	2.83%	96.76%
46.73% to 61.58%	4	1.62%	98.38%
Greater than 61.58%	4	1.62%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.61%	21.99%	83.00%	68.27%
±2σ	-37.41%	41.79%	93.93%	95.45%
±3σ	-57.20%	61.58%	98.38%	99.73%

Descriptive Statistics

Mean	2.190%
Standard Error	1.260%
Median	0.190%
Mode	6.452%
Standard Deviation	19.798%
Sample Variance	391.951%
Kurtosis	7.54
Skewness	1.81
Range	169.817%
Minimum	-51.383%
Maximum	118.434%
Count	247

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	15.093%	125	50.61%	7.638%
Negative	-11.030%	122	49.39%	-5.448%
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 0.65. Further, an Excess Kurtosis of 1.69 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -78.19%	0	0.00%	0.00%
-78.19% to -58.00%	0	0.00%	0.00%
-58.00% to -37.82%	6	7.32%	7.32%
-37.82% to -17.63%	9	10.98%	18.29%
-17.63% to 2.56%	26	31.71%	50.00%
2.56% to 22.75%	28	34.15%	84.15%
22.75% to 42.94%	6	7.32%	91.46%
42.94% to 63.13%	5	6.10%	97.56%
63.13% to 83.31%	1	1.22%	98.78%
Greater than 83.31%	1	1.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.36%	29.48%	76.83%	68.27%
±2σ	-51.27%	56.40%	96.34%	95.45%
±3σ	-78.19%	83.31%	98.78%	99.73%

Descriptive Statistics

Mean	2.561%
Standard Error	2.973%
Median	2.439%
Mode	-55.088%
Standard Deviation	26.918%
Sample Variance	724.583%
Kurtosis	1.69
Skewness	0.65
Range	155.483%
Minimum	-55.088%
Maximum	100.395%
Count	82

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	21.237%	44	53.66%	11.396%
Negative	-19.064%	38	46.34%	-8.834%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	32.85%
12	3 Years	38.72%
20	5 Years	37.53%
40	10 Years	38.68%
80	20 Years	43.65%
200	50 Years	44.06%

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 23.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -158.32%	0	0.00%	0.00%
-158.32% to -102.08%	0	0.00%	0.00%
-102.08% to -45.85%	0	0.00%	0.00%
-45.85% to 10.39%	0	0.00%	0.00%
10.39% to 66.63%	66	79.52%	79.52%
66.63% to 122.86%	8	9.64%	89.16%
122.86% to 179.10%	4	4.82%	93.98%
179.10% to 235.34%	2	2.41%	96.39%
235.34% to 291.57%	2	2.41%	98.80%
Greater than 291.57%	1	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.36%	141.61%	89.16%	68.27%
±2σ	-83.34%	216.59%	95.18%	95.45%
±3σ	-158.32%	291.57%	98.80%	99.73%

Descriptive Statistics

Mean	66.626%
Standard Error	8.230%
Median	42.451%
Mode	21.323%
Standard Deviation	74.982%
Sample Variance	5622.245%
Kurtosis	23.57
Skewness	4.22
Range	542.125%
Minimum	21.323%
Maximum	563.448%
Count	83

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	66.626%	83	100.00%	66.626%
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 1.47. Further, an Excess Kurtosis of 2.93 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -87.08%	0	0.00%	0.00%
-87.08% to -64.08%	0	0.00%	0.00%
-64.08% to -41.08%	2	2.41%	2.41%
-41.08% to -18.08%	11	13.25%	15.66%
-18.08% to 4.92%	36	43.37%	59.04%
4.92% to 27.92%	22	26.51%	85.54%
27.92% to 50.92%	5	6.02%	91.57%
50.92% to 73.92%	4	4.82%	96.39%
73.92% to 96.92%	2	2.41%	98.80%
Greater than 96.92%	1	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.74%	35.59%	78.31%	68.27%
±2σ	-56.41%	66.26%	95.18%	95.45%
±3σ	-87.08%	96.92%	98.80%	99.73%

Descriptive Statistics

Mean	4.923%
Standard Error	3.366%
Median	-1.862%
Mode	-47.732%
Standard Deviation	30.667%
Sample Variance	940.440%
Kurtosis	2.93
Skewness	1.47
Range	171.962%
Minimum	-47.732%
Maximum	124.230%
Count	83

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	28.889%	38	45.78%	13.226%
Negative	-15.314%	45	54.22%	-8.303%
Zero	0.000%	0	0.00%	0.000%

AAL Deep Analytical Report